Concept

Regularization (mathematics)

Summary
In mathematics, statistics, finance, computer science, particularly in machine learning and inverse problems, regularization is a process that changes the result answer to be "simpler". It is often used to obtain results for ill-posed problems or to prevent overfitting. Although regularization procedures can be divided in many ways, the following delineation is particularly helpful:
  • Explicit regularization is regularization whenever one explicitly adds a term to the optimization problem. These terms could be priors, penalties, or constraints. Explicit regularization is commonly employed with ill-posed optimization problems. The regularization term, or penalty, imposes a cost on the optimization function to make the optimal solution unique.
  • Implicit regularization is all other forms of regularization. This includes, for example, early stopping, using a robust loss function, and discarding outliers. Implicit regularization is essentially ubiquitous in modern machine learning appr
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