Avoid Overfitting with Regularization


File this under: things you should definitely know.

There must be something automatic to tell us which degree will fit the data and tell us which features to penalize to get the best predictions for unseen data. This is regularization. Regularization helps us to select the model complexity to fit the data. It is useful to automatically penalize features that make the model too complex.

If you're not familiar with regularization, this is a must-read. And if you want to know how to implement it in Python, this is a solid overview.


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