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ML Concepts Bias Variance Regularization Cleaned

The document discusses the bias-variance tradeoff in supervised machine learning, emphasizing the need to balance model complexity to avoid underfitting and overfitting. It explains Ridge and Lasso regression as regularization techniques to manage issues with ordinary least squares regression, highlighting their differences in coefficient handling. Regularization is presented as a method to prevent overfitting and improve model generalization, with L1, L2, and ElasticNet as key types.

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oracledba1963
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15 views2 pages

ML Concepts Bias Variance Regularization Cleaned

The document discusses the bias-variance tradeoff in supervised machine learning, emphasizing the need to balance model complexity to avoid underfitting and overfitting. It explains Ridge and Lasso regression as regularization techniques to manage issues with ordinary least squares regression, highlighting their differences in coefficient handling. Regularization is presented as a method to prevent overfitting and improve model generalization, with L1, L2, and ElasticNet as key types.

Uploaded by

oracledba1963
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Memory Card: Bias-Variance Tradeoff, Ridge & Lasso, and Regularization

1. BIAS-VARIANCE TRADEOFF (ISLP 2.2.2)

Concept:
In supervised ML, total error = Bias^2 + Variance + Irreducible Error.

Trade-off:
- High Bias = Underfitting (too simple)
- High Variance = Overfitting (too complex)
- Goal: Balance both to generalize well.

Analogy:
Juicer Machine:
- High Bias = one-speed juicer (inefficient on all fruits)
- High Variance = over-smart juicer (over-adjusts, inconsistent)
- Good Model = adaptive juicer (adjusts for best output)

2. RIDGE & LASSO REGRESSION (ISLP 6.2-6.2.2)

Problem:
OLS regression fails with too many or highly correlated features.

Solution: Regularization = Penalize large coefficients.

A. Ridge Regression (L2):


- Penalty: lambda times sum(coefficients^2)
- Shrinks coefficients but keeps all.
Analogy: Compress clothes for travel, take all but tighter.

B. Lasso Regression (L1):


- Penalty: lambda times sum of absolute values of coefficients
- Shrinks some coefficients to 0 for feature selection.
Analogy: Airline fee per item, take only essentials.

Comparison:
Aspect | Ridge (L2) | Lasso (L1)
------------- | ------------------ | ----------------------
Penalty | Sum of squares | Sum of absolute values
Coefficients | Shrink only | Shrink and zero-out
Use Case | Many relevant vars | Sparse selection

3. REGULARIZATION IN MACHINE LEARNING

What:
Regularization means adding a penalty to the loss function.

Why:
- Prevents overfitting
- Improves generalization

Types:
- L1 (Lasso): zeros out irrelevant features
- L2 (Ridge): shrinks but retains all
- ElasticNet: mix of L1 and L2

Analogy:
Model training is like gym workout. Regularization is like a trainer supervising you to avoid injury (overfitting).

KEY TAKEAWAYS

Concept | Insight
-------------- | -------------------------------------------
Bias-Variance | Balance model complexity
Ridge | Shrink but keep all features
Lasso | Shrink and select features
Regularization | Controls model, improves generalization

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