L2 regularization intuition
Posted on Sun 22 January 2023 in Mathematics • Tagged with Mathematics, Machine Learning, Deep Learning
A nice intuition for L2 regularization comes from having a prior on the distribution of parameters: the prior assumes that the parameters are close to zero. Let's assume that the prior is $\mathcal{N}(0, \Sigma)$. The MAP estimate of the parameters would then be
$$\begin{align} \theta_{\text{MAP …
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