Intuitions on L1 and L2 Regularisation

<p>O<strong>verfitting</strong>&nbsp;is a phenomenon that occurs when a machine learning or statistics model is tailored to a particular dataset and is unable to generalise to other datasets. This usually happens in complex models, like deep neural networks.</p> <p><strong>Regularisation</strong>&nbsp;is a process of introducing additional information in order to prevent overfitting. The focus for this article is L1 and L2 regularisation.</p> <p>There are many explanations out there but honestly, they are a little too abstract, and I&rsquo;d probably forget them and end up visiting these pages, only to forget again. In this article, I will be sharing with you some intuitions why L1 and L2 work by explaining using&nbsp;<strong>gradient descent</strong>. Gradient descent is simply a method to find the &lsquo;right&rsquo; coefficients through iterative updates using the value of the gradient. (This&nbsp;<a href="https://towardsdatascience.com/step-by-step-tutorial-on-linear-regression-with-stochastic-gradient-descent-1d35b088a843" rel="noopener" target="_blank">article</a>&nbsp;shows how gradient descent can be used in a simple linear regression.)</p> <p><a href="https://towardsdatascience.com/intuitions-on-l1-and-l2-regularisation-235f2db4c261"><strong>Click Here</strong></a></p>
Tags: L1-and-L2