Sollicitatievraag bij Ping An Insurance

Difference between l1 and l2 regularization.

Antwoord op sollicitatievraag

Anoniem

3 apr 2017

Mathematically speaking, it adds a regularization term in order to prevent the coefficients to fit so perfectly to overfit. The difference between the L1 and L2 is just that L2 is the sum of the square of the weights, while L1 is just the sum of the weights