Machine Learning Β· Chapter 29 of 40
Regularization (L1 / L2)
REGULARIZATION penalises large coefficients to reduce overfitting. L2 (Ridge) shrinks all coefficients. L1 (Lasso) drives some to zero, giving automatic feature selection.
Elastic Net combines both.
Example 1 (python)
from sklearn.linear_model import Ridge, Lasso
ridge = Ridge(alpha=1.0).fit(X_train, y_train)
lasso = Lasso(alpha=0.1).fit(X_train, y_train)alpha controls strength.
Example 2 (python)
print((lasso.coef_ == 0).sum(), 'zeroed coefficients')Output
12 zeroed coefficientsL1 removes features.
Key points
- Reduces overfitting.
- L1 zeroes coefficients (feature selection).
- L2 shrinks all coefficients.
- Alpha controls strength.
π‘ Note: Always scale features before applying regularization β otherwise the penalty hits large-scale features harder.
