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What is the relationship between regularization terms and prior terms in linear classification? How do you estimate a regularization term?

  • I am working on linear classification. To reduce the overfitting problem, this method adds regularization terms. My question is: what is the relationship between regularization terms and prior terms? How to estimate regularization term?

  • Answer:

    Regularization Regularization are independent of the data itself, and aim to reduce the magnitude of the parameters "weights" of every feature. It is shown as theta below.  This way, even if there are a lot of features, any one feature doesn't have doesn't overbear the others. This may increase the variance, but also keeps the model from overfitting the data. Specific types of Regularization methods are called L1 (Lasso) regularization and L2 reg.

Kaushik Kasi at Quora Visit the source

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