Regularization
Regularization 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.
L1
$$ C = C_0 + \frac{\lambda}{n} \sum_{w} | w | $$
- \(C_0\): 원래의 Cost function.
- \(n\): 훈련 데이터 개수.
- \(\lambda\): 학습률
- \(w\): 가중치
L2
$$ C = C_0 + \frac{\lambda}{2n} \sum_{w} w^2 $$
- \(C_0\): 원래의 Cost function.
- \(n\): 훈련 데이터 개수.
- \(\lambda\): 학습률
- \(w\): 가중치