April 2017
Intermediate to advanced
532 pages
12h 39m
English
book
Machine Learning with Spark - Second Edition
by Rajdeep Dua, Brian O'Neill, Stephen Boesch, Manpreet Singh Ghotra, Nick Pentreath
Content preview from Machine Learning with Spark - Second Edition
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L2 regularization
In Chapter 6, Building a Classification Model with Spark, we saw that regularization has the effect of penalizing model complexity in the form of an additional loss term that is a function of the model weight vector. L2 regularization penalizes the L2-norm of the weight vector, while L1 regularization penalizes the L1-norm.
We expect training set performance to deteriorate with increasing regularization, as the model cannot fit the dataset well. However, we would also expect some amount of regularization that will result in optimal generalization performance as evidenced by the best performance on the test set.
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