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Regularization Induces Sparse Coefficients

L1 regularization (Lasso) induces sparsity by applying a penalty to the absolute values of coefficients, often driving some to exactly zero, thus simplifying the model. In contrast, L2 regularization (Ridge) applies a penalty to the squared magnitudes of coefficients, which shrinks them towards zero but rarely eliminates them entirely. The choice between L1 and L2 depends on the dataset characteristics and the importance of interpretability versus feature retention.

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6 views2 pages

Regularization Induces Sparse Coefficients

L1 regularization (Lasso) induces sparsity by applying a penalty to the absolute values of coefficients, often driving some to exactly zero, thus simplifying the model. In contrast, L2 regularization (Ridge) applies a penalty to the squared magnitudes of coefficients, which shrinks them towards zero but rarely eliminates them entirely. The choice between L1 and L2 depends on the dataset characteristics and the importance of interpretability versus feature retention.

Uploaded by

yns
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Regularization Induces Sparse Coefficients

ChatGPT 3.5

You
I want deep explanation of why L1 regularization and L2 tend to force some coefficients to become
exactly zero or close to zero

ChatGPT

L1 and L2 regularization are techniques used in machine learning to prevent overfitting and
improve the generalization of models. They work by adding a penalty term to the loss function,
which encourages the model to prefer simpler solutions.

Let's delve into each regularization technique and explore why they tend to force some coefficients
to become exactly zero or close to zero:

1. L1 Regularization (Lasso Regularization):


In L1 regularization, a penalty is applied to the absolute values of the coefficients of the
features. The penalty term added to the loss function is proportional to the sum of the
absolute values of the coefficients multiplied by a regularization parameter (λ).

Mathematically, the loss function with L1 regularization can be represented as:

Loss_with_L1 = Loss + λ * Σ|coefficients|

Due to the nature of the penalty term, L1 regularization tends to induce sparsity in the model,
meaning it encourages some of the coefficients to be exactly zero. This is because as the
regularization parameter (λ) increases, the penalty for non-zero coefficients becomes more
significant. The optimization process tries to minimize the loss function while simultaneously
minimizing the absolute values of the coefficients to reduce the penalty. As a result, features
that are less relevant to the prediction task may end up having their coefficients reduced to
zero, effectively eliminating them from the model. This leads to a simpler and more
interpretable model.

2. L2 Regularization (Ridge Regularization):


In L2 regularization, a penalty is applied to the squared magnitudes of the coefficients of the
features. The penalty term added to the loss function is proportional to the sum of the squares
of the coefficients multiplied by a regularization parameter (λ).

Mathematically, the loss function with L2 regularization can be represented as:

Loss_with_L2 = Loss + λ * Σ(coefficients^2)

Unlike L1 regularization, L2 regularization doesn't typically force coefficients to become exactly


zero. Instead, it shrinks the coefficients towards zero, but rarely eliminates them entirely. This

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is because the penalty is based on the squares of the coefficients, which results in a smoother
penalty landscape compared to L1 regularization. The optimization process still discourages
large coefficient values, but it doesn't lead to the sharp discontinuities in the penalty term that
encourage sparsity. As a result, L2 regularization tends to retain all features to some extent,
even if they are less relevant.

In summary, L1 regularization tends to induce sparsity by driving some coefficients to exactly zero,
while L2 regularization shrinks the coefficients towards zero without typically eliminating them
entirely. The choice between L1 and L2 regularization depends on the specific characteristics of the
dataset and the desired properties of the model. If interpretability and feature selection are
important, L1 regularization (Lasso) might be preferred. If multicollinearity is a concern and
retaining all features is desirable, L2 regularization (Ridge) might be a better choice.

ChatGPT can make mistakes. Consider checking important information.

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