Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

3. Regularization (4 pts.): We have mentioned how when we are looking for parameters that optimize a loss/error function, sometimes we want to ensure these

image text in transcribed
3. Regularization (4 pts.): We have mentioned how when we are looking for parameters that optimize a loss/error function, sometimes we want to ensure these parameters are not too big or too complex in order to avoid overfitting. This is called regularization. We will explore optimizing a regularized loss function here. Let {Z1,it ~ N(-1,.5), {Z2, ~ N(1, .5), and {} ~ N(0, .1). Generate N = 300 values of y, defined as: Yi = Biznit Bizzi + ci, where BY = 1 and ; = .1. In the following, you will only use {Yi, Z1,i, Z2{} and will assume no knowledge of Bi and By. Define your loss function as a regularized version of sum of squares: N 1 L(B) = N (Yi - BIZ1,i - B2Z2,i)2 + AlBil + AlBel. In this case we are not just trying to minimize the sum of squares but, in doing so, we are trying to keep the absolute value of the As small

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Algebra And Trigonometry Enhanced With Graphing Utilities (Subscription)

Authors: Michael, Michael Sullivan III, Michael III Sullivan, Michael Sullivan 111, III Sullivan

6th Edition

0321849132, 9780321849137

More Books

Students also viewed these Mathematics questions

Question

2. What are the different types of networks?

Answered: 1 week ago