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Regularization (mathematics)


Regularization, in mathematics and statistics and particularly in the fields of machine learning and inverse problems, refers to a process of introducing additional information in order to solve an ill-posed problem or to prevent overfitting.

In general, a regularization term is introduced to a general loss function:

for a loss function that describes the cost of predicting when the label is , such as the square loss or hinge loss, and for the term which controls the importance of the regularization term. is typically a penalty on the complexity of , such as restrictions for smoothness or bounds on the vector space norm.


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