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Add Regularization #12

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mcordingley opened this issue Feb 29, 2016 · 0 comments
Closed

Add Regularization #12

mcordingley opened this issue Feb 29, 2016 · 0 comments
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@mcordingley
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Looking at the math, it seems possible to add regularization to the gradient descent component. This would avoid over-fitting by penalizing a fit for having larger or more coefficients. Should be able to build it as a decorator over the gradient objects.
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@mcordingley