Q18 – Regularization

Show that L2 regularization applied to a linear regression with weights \boldsymbol{w}, input data \boldsymbol{x} and targets \boldsymbol{y} with mean squared error loss function corresponds to assuming a Gaussian prior over the weights.

 

Advertisements

3 thoughts on “Q18 – Regularization

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s