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Podcast: Linear Digressions
Episode:

Regularization

Category: Technology
Duration: 00:17:27
Publish Date: 2016-10-02 21:13:50
Description: Lots of data is usually seen as a good thing. And it is a good thing--except when it's not. In a lot of fields, a problem arises when you have many, many features, especially if there's a somewhat smaller number of cases to learn from; supervised machine learning algorithms break, or learn spurious or un-interpretable patterns. What to do? Regularization can be one of your best friends here--it's a method that penalizes overly complex models, which keeps the dimensionality of your model under control.
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