Book Image

Python Machine Learning - Third Edition

By : Sebastian Raschka, Vahid Mirjalili
5 (1)
Book Image

Python Machine Learning - Third Edition

5 (1)
By: Sebastian Raschka, Vahid Mirjalili

Overview of this book

Python Machine Learning, Third Edition is a comprehensive guide to machine learning and deep learning with Python. It acts as both a step-by-step tutorial, and a reference you'll keep coming back to as you build your machine learning systems. Packed with clear explanations, visualizations, and working examples, the book covers all the essential machine learning techniques in depth. While some books teach you only to follow instructions, with this machine learning book, Raschka and Mirjalili teach the principles behind machine learning, allowing you to build models and applications for yourself. Updated for TensorFlow 2.0, this new third edition introduces readers to its new Keras API features, as well as the latest additions to scikit-learn. It's also expanded to cover cutting-edge reinforcement learning techniques based on deep learning, as well as an introduction to GANs. Finally, this book also explores a subfield of natural language processing (NLP) called sentiment analysis, helping you learn how to use machine learning algorithms to classify documents. This book is your companion to machine learning with Python, whether you're a Python developer new to machine learning or want to deepen your knowledge of the latest developments.
Table of Contents (21 chapters)
20
Index

Using regularized methods for regression

As we discussed in Chapter 3, A Tour of Machine Learning Classifiers Using scikit-learn, regularization is one approach to tackling the problem of overfitting by adding additional information, and thereby shrinking the parameter values of the model to induce a penalty against complexity. The most popular approaches to regularized linear regression are the so-called Ridge Regression, least absolute shrinkage and selection operator (LASSO), and elastic Net.

Ridge Regression is an L2 penalized model where we simply add the squared sum of the weights to our least-squares cost function:

Here:

By increasing the value of hyperparameter , we increase the regularization strength and thereby shrink the weights of our model. Please note that we don't regularize the intercept term, .

An alternative approach that can lead to sparse models is LASSO. Depending on the regularization strength, certain weights can become zero, which also...