How to avoid Over-fitting using Regularization?

http://www.mit.edu/~9.520/scribe-notes/cl7.pdf

https://en.wikipedia.org/wiki/Bayesian_interpretation_of_kernel_regularization

the degree to which instability and complexity of the estimator should be penalized (higher penalty for increasing value of {displaystyle lambda }lambda )

https://www.analyticsvidhya.com/blog/2015/02/avoid-over-fitting-regularization/ 

Regularization can be motivated as a technique to improve the generalizability of a learned model.

 https://en.wikipedia.org/wiki/Regularization_(mathematics)

Regularization can be motivated as a technique to improve the generalizability of a learned model.

The goal of this learning problem is to find a function that fits or predicts the outcome (label) that minimizes the expected error over all possible inputs and labels. The expected error of a function f_{n} is:

Typically in learning problems, only a subset of input data and labels are available, measured with some noise. Therefore, the expected error is unmeasurable, and the best surrogate available is the empirical error over the N available samples:

Without bounds on the complexity of the function space (formally, the reproducing kernel Hilbert space) available, a model will be learned that incurs zero loss on the surrogate empirical error. If measurements (e.g. of x_{i}) were made with noise, this model may suffer from overfitting and display poor expected error. Regularization introduces a penalty for exploring certain regions of the function space used to build the model, which can improve generalization.

原文地址:https://www.cnblogs.com/rsapaper/p/7602199.html