regularized\ \ LSE \Leftrightarrow MAP(noise为Guassian \ Distribution;Prior为Guassian \ Distribution) 小结 线性回归虽然是最简单的模型,但我们通过四种不同的方法和角度得到的结果有着千丝万缕的联系。 第一节与第二节使用最小二乘法的求解结果与包含高斯噪声的MLE求解结果等价 ...
频率学派认为参数虽然我们不知道,但是它是固定的,我们要通过随机产生的样本去估计这个参数,所以才有了最大似然估计这些方法。 贝叶斯派 贝叶斯派把参数θ也视作满足某一个分布的随机变量,而样本X是固定的,其着眼点在参数空间,重视参数θ的分布,固定的操作模式是通过参数的先验分布结合样本信息得到参数的后验分布。 贝...
Supervised feature learning via l2-norm regularized logistic regression for 3D ob- ject recognition', Neurocomputing 151, Part 2 (2015), no. 0, 603 - 611.F. Zou, Y. Wang, Y. Yang, K. Zhou, Y. Chen, J. Song, Supervised feature learning via l2-norm regularized logistic regression for...
内容比较多,直接参见文献10 http://charleshm.github.io/2016/03/Regularized-Regression/ 写的非常详细。 正则化参数等价于对参数引入先验分布,使得模型复杂度变小(缩小解空间),对于噪声以及 outliers 的鲁棒性增强(泛化能力)。整个最优化问题从贝叶斯观点来看是一种贝叶斯最大后验估计,其中 正则化项 对应后验估计...
稀疏化神经网络，控制参数间互信息我们可以从贝叶斯的角度来分析下正则化：Regularized Regression: A ...
[4] Bob Carpenter, “Lazy Sparse Stochastic Gradient Descent for Regularized Multinomial Logistic Regression”, 2017.
H. Penalized logistic regression with the adaptive LASSO for gene selection in high-dimensional cancer classification. Expert Syst. Appl. 42(23), 9326–9332 (2015). Article Google Scholar Algamal, Z. Y. & Lee, M. H. Regularized logistic regression with adjusted adaptive elastic net for ...
H. Regularized logistic regression with adjusted adaptive elastic net for gene selection in high dimensional cancer classification. Comput. Biol. Med. 67, 136–145 (2015). 38. Liang, Y. et al. Sparse logistic regression with a L 1/2 penalty for gene selection in cancer classification. BMC ...
Andrew G, Gao J: Scalable training of L1-regularized log-linear models. ICML '™07 2007. Google Scholar Lee S, Lee H, Abbeel P, Ng A: Efficient L1 Regularized Logistic Regression. Proceedings of the Twenty-First National Conference on Artificial Intelligence (AAAI-06) 2006. Google Scholar...
L1–L2 norm regularized magnetic inversion Combination of L1 and L2 norm regularization In this section, we consider a synthetic 3D magnetic model as shown in Fig. 2, which consists of three magnet- ized blocks. The model region is 1 km north-south and, 1 km east-west with depth ...