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Regularization: The Problem of Overfitting

Regularization helps address the problem of overfitting in machine learning models. It works by adding parameters to the cost function that penalize models for becoming too complex. This encourages simpler models that generalize better to new data. Regularized linear and logistic regression models minimize a cost function that includes a term for the size of the parameters, keeping them small. Setting the regularization parameter lambda too high can result in underfitting by over-penalizing complexity.

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Nitesh Bisht
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260 views24 pages

Regularization: The Problem of Overfitting

Regularization helps address the problem of overfitting in machine learning models. It works by adding parameters to the cost function that penalize models for becoming too complex. This encourages simpler models that generalize better to new data. Regularized linear and logistic regression models minimize a cost function that includes a term for the size of the parameters, keeping them small. Setting the regularization parameter lambda too high can result in underfitting by over-penalizing complexity.

Uploaded by

Nitesh Bisht
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Regularization

The problem of
overfitting
Machine Learning
Example: Linear regression (housing prices)
Price

Price

Price
Size Size Size

Overfitting: If we have too many features, the learned hypothesis


may fit the training set very well ( ), but fail
to generalize to new examples (predict prices on new examples).
Andrew Ng
Example: Logistic regression

x2 x2 x2

x1 x1 x1

( = sigmoid function)

Andrew Ng
Addressing overfitting:
size of house

Price
no. of bedrooms
no. of floors
age of house
average income in neighborhood Size
kitchen size

Andrew Ng
Addressing overfitting:

Options:
1. Reduce number of features.
Manually select which features to keep.
Model selection algorithm (later in course).
2. Regularization.
Keep all the features, but reduce magnitude/values of
parameters .
Works well when we have a lot of features, each of
which contributes a bit to predicting .

Andrew Ng
Regularization
Cost function

Machine Learning
Intuition

Price
Price

Size of house Size of house

Suppose we penalize and make , really small.

Andrew Ng
Regularization.

Small values for parameters


Simpler hypothesis
Less prone to overfitting
Housing:
Features:
Parameters:

Andrew Ng
Regularization.

Price

Size of house

Andrew Ng
In regularized linear regression, we choose to minimize

What if is set to an extremely large value (perhaps for too large


for our problem, say )?
- Algorithm works fine; setting to be very large cant hurt it
- Algortihm fails to eliminate overfitting.
- Algorithm results in underfitting. (Fails to fit even training data
well).
- Gradient descent will fail to converge.

Andrew Ng
In regularized linear regression, we choose to minimize

What if is set to an extremely large value (perhaps for too large


for our problem, say )?
Price

Size of house

Andrew Ng
Regularization
Regularized linear
regression
Machine Learning
Regularized linear regression
Gradient descent
Repeat

Andrew Ng
Normal equation

Andrew Ng
Non-invertibility (optional/advanced).
Suppose ,
(#examples) (#features)

If ,

Andrew Ng
Regularization
Regularized
logistic regression
Machine Learning
Regularized logistic regression.

x2

x1
Cost function:

Andrew Ng
Gradient descent
Repeat

Andrew Ng
Advanced optimization
function [jVal, gradient] = costFunction(theta)
jVal = [ code to compute ];

gradient(1) = [ code to compute ];

gradient(2) = [code to compute ];

gradient(3) = [code to compute ];

gradient(n+1) = [ code to compute ];


Andrew Ng

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