\(\DeclarePairedDelimiterX{\Set}[2]{\{}{\}}{#1 \nonscript\;\delimsize\vert\nonscript\; #2}\) \( \DeclarePairedDelimiter{\set}{\{}{\}}\) \( \DeclarePairedDelimiter{\parens}{\left(}{\right)}\) \(\DeclarePairedDelimiterX{\innerproduct}[1]{\langle}{\rangle}{#1}\) \(\newcommand{\ip}[1]{\innerproduct{#1}}\) \(\newcommand{\bmat}[1]{\left[\hspace{2.0pt}\begin{matrix}#1\end{matrix}\hspace{2.0pt}\right]}\) \(\newcommand{\barray}[1]{\left[\hspace{2.0pt}\begin{matrix}#1\end{matrix}\hspace{2.0pt}\right]}\) \(\newcommand{\mat}[1]{\begin{matrix}#1\end{matrix}}\) \(\newcommand{\pmat}[1]{\begin{pmatrix}#1\end{pmatrix}}\) \(\newcommand{\mathword}[1]{\mathop{\textup{#1}}}\)
Needs:
Least Squares Linear Regressors ›
Needed by:
None.
Links:
Sheet PDF ›
Graph PDF ›

Regularizers

Why

Often there are several good parameters for a predictor.1

Definition

A regularizer is a nonegative function. Regularizes are sometimes called penalties.

For example, least squares predictor with a $l_2$ regularization is called ridge regression.

  1. Future editions will include a more complete form of this sheet. ↩︎
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