The document discusses various regression techniques, including Ridge (L2) and Lasso (L1) regression, highlighting their roles in mitigating overfitting and performing feature selection, respectively. It also covers Gaussian Naïve Bayes for probabilistic predictions, Random Forest Classifier as an ensemble method for improved performance, and Support Vector Machine (SVM) for creating optimal decision boundaries in classification tasks. The key differences between Ridge and Lasso are noted, particularly in terms of penalty methods and feature selection capabilities.
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The document discusses various regression techniques, including Ridge (L2) and Lasso (L1) regression, highlighting their roles in mitigating overfitting and performing feature selection, respectively. It also covers Gaussian Naïve Bayes for probabilistic predictions, Random Forest Classifier as an ensemble method for improved performance, and Support Vector Machine (SVM) for creating optimal decision boundaries in classification tasks. The key differences between Ridge and Lasso are noted, particularly in terms of penalty methods and feature selection capabilities.
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Ridge Regression (L2 Regularization)
• L2 Regularization, also called a ridge regression, adds the
“squared magnitude” of the coefficient as the penalty term to the loss function. In classification, overfitting occurs when the model learns the noise in the training data rather than the underlying pattern. Ridge regression helps mitigate overfitting by adding a penalty for large coefficients, which smoothens the decision boundary and makes the model less sensitive to noise. By controlling the size of the coefficients, Ridge helps to create a more generalized model that performs better on unseen data, which is crucial for classification tasks. Ridge regression adds a penalty equivalent to the square of the magnitude of coefficients to the loss function, aiming to shrink the coefficients of less important features closer to zero but not exactly zero. Lasso Regression:(L1 Regularization) • L1 Regularization, also called a lasso regression, adds the “absolute value of magnitude” of the coefficient as a penalty term to the loss function. Lasso regression performs feature selection by driving some coefficients to zero, effectively removing irrelevant or less important features. Lasso regression introduces a penalty equivalent to the absolute value of the magnitude of coefficients, which can shrink some coefficients to zero, effectively performing feature selection. Difference between ridge and lasso regression: Penalty: Ridge uses the sum of squared coefficients, while Lasso uses the sum of absolute values. Feature Selection: Lasso can set some coefficients to zero, effectively selecting features; Ridge does not remove features but shrinks them. Behaviour: Ridge is better for models with many small/medium- sized effects, while Lasso is more suited when you expect few important variables. Gaussian Naïve Bayes: Provides probabilistic predictions, which can be useful for decision-making processes Naive Bayes provides probabilistic outputs, offering insights into the confidence level of predictions. In a clinical context, knowing the probability of a heart attack can aid in decision-making. Quick initial assessment of heart attack risk in emergency settings, rather than binary predictions. Random Forest Classifier: The Random Forest algorithm is an ensemble method used mainly for classification and regression tasks. It builds multiple decision trees using random subsets of features. Ensemble methods combine multiple models to improve overall performance, reduce overfitting. The ensemble methods are particularly effective in complex datasets, where different models can capture varying aspects of the data. For example, some of the ensemble methods are bagging, boosting and stacking. Support Vector Machine: Support Vector Machine (SVM) is a powerful supervised machine learning algorithm widely used for classification, regression tasks. The goal of the SVM algorithm is to create the best line or decision boundary that can segregate n-dimensional space into classes so that we can easily put the new data point in the correct category in the future. The best decision boundary is called a hyperplane. We should create a hyperplane that has a maximum margin.