正则化是建模,训练以及预测过程中的组成部分,它包括解释训练数据limitation and finiteness.
regularization strategies.
- put extra constraints on a machine learning model, such as adding restrictions on the parameter values.
- add extra terms in the objective function that can be thought of as corresponding to a soft constraint on the parameter values. If chosen
carefully, these extra constraints and penalties can lead to improved performance on the test set. constraints and penalties are designed to encode specific kinds of prior knowledge.
预测器的正则化在降低variance和增加bias之间做一个妥协。一个有效的正则是大幅度的降低variance,但并没有使得bias增大太多。