Solving the Problem of Overfitting
The Problem of Overfitting
Cost Function
Regularized Linear Regression
Note: [8:43 - It is said that X is non-invertible if m ≤ n. The correct statement should be that X is non-invertible if m < n, and may be non-invertible if m = n.
We can apply regularization to both linear regression and logistic regression. We will approach linear regression first.
Regularized Logistic Regression
We can regularize logistic regression in a similar way that we regularize linear regression. As a result, we can avoid overfitting. The following image shows how the regularized function, displayed by the pink line, is less likely to overfit than the non-regularized function represented by the blue line:
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