Theory

Introduction Many newcomers to machine learning know about regularization, but they may not understand it yet. In particular, they may not know why regularization has that name. In this post we discuss the numerical and statistical significance of regularization methods in machine learning and more general statistical models.

Introduction This is the first in a series of posts on Expectation Maximization (EM) type algorithms. Our goal will be to motivate some of the theory behind these algorithms. In later posts we will implement examples in C++, often with the help of the Eigen linear algebra library.