Regularization
• Regularization refers to techniques that are
used to calibrate machine learning models in
order to minimize the adjusted loss function
and prevent overfitting or underfitting.
• Regularization on an over-fitted model
• Using Regularization, we can fit our machine
learning model appropriately on a given test
set and hence reduce the errors in it.
Regularization Techniques
There are two main types of regularization techniques:
Ridge Regularization and Lasso Regularization.
Ridge Regularization :
• Also known as Ridge Regression, it modifies the over-fitted
or under fitted models by adding the penalty equivalent to
the sum of the squares of the magnitude of coefficients.
• This means that the mathematical function representing our
machine learning model is minimized and coefficients are
calculated. The magnitude of coefficients is squared and
added. Ridge Regression performs regularization by shrinking
the coefficients present. The function depicted below shows
the cost function of ridge regression :