Regularization:
Regularization is a key technique in machine learning that helps models generalize better and
prevent overfitting. It ensures that the model captures real patterns in the data instead of just
memorizing the training set.
Why is Regularization Needed?
When training a machine learning model, we often face two main problems:
1. Overfitting – The model learns too much from training data, including noise, and
performs poorly on unseen data.
2. Underfitting – The model is too simple to learn patterns, leading to poor performance
even on training data.
Regularization helps by adding a penalty to the model, preventing it from becoming too
complex and overfitting the data.
Types of Regularization
There are three main types of regularization in machine learning:
1. Lasso Regression (L1 Regularization)
2. Ridge Regression (L2 Regularization)
3. Elastic Net Regression (Combination of L1 & L2)
1. Lasso Regression (L1 Regularization)
Lasso stands for Least Absolute Shrinkage and Selection Operator.
It adds the absolute value of the weights as a penalty to the loss function.
This results in some weights becoming exactly zero, which means it performs feature
selection (removes less important features).
Best for: Reducing the number of features and making the model more interpretable.
Key Takeaways:
Lasso can remove unimportant features (sets their coefficients to 0).
It is useful when you want a simpler model.
Too much regularization (high lambda) can make the model underfit.
2. Ridge Regression (L2 Regularization)
Unlike Lasso, Ridge adds the squared value of the weights as a penalty.
Instead of setting some coefficients to zero, it shrinks them towards zero.
Best for: Handling multicollinearity (when features are correlated).
Key Takeaways:
Ridge helps when features are correlated (prevents large fluctuations in coefficients).
It does not remove features like Lasso but reduces their effect.
Suitable when you want to keep all features but reduce their influence.
3. Elastic Net Regression (L1 + L2 Regularization)
Elastic Net combines both L1 (Lasso) and L2 (Ridge) regularization.
It applies both penalties to the cost function.
Best for: When you need feature selection (like Lasso) but also want to keep some small
feature effects (like Ridge).
Key Takeaways:
Elastic Net is a mix of Lasso and Ridge.
It selects important features but does not force all unimportant ones to zero.
Useful when there are many correlated features.
Bias-Variance Tradeoff
High Bias (Underfitting) → Model is too simple and cannot learn enough.
High Variance (Overfitting) → Model is too complex and memorizes training data.
Regularization helps balance bias and variance.
Benefits of Regularization
1. Prevents Overfitting – Ensures the model generalizes well to new data.
2. Improves Model Stability – Reduces sensitivity to noisy data.
3. Handles Multicollinearity – Helps when features are correlated.
4. Feature Selection (Lasso) – Eliminates unimportant features.
5. Better Interpretability – Makes models easier to understand.
