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It is possible to define a regularizer to minimize ( ( ^ ( ) , ( ) ) + ( ^ ) ) rather than
It is possible to define a regularizer to minimize
rather than Formula How is this different than the existing regularizer? Hint: Think about how this affects multiple datasets or for cross validation.
Suppose
is set by
fold cross validation, and then the model is learned for the whole dataset. How would the algorithm be different for the original ways of defining a regularizer and this alternative way? Hint: There is a different number of examples used for the regularization than there is the full dataset; does this matter? Which works better in practice?
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