statistical learning

Introduction In the first post in this series we discussed Expectation Maximization (EM) type algorithms. In the post prior to this one we discussed regularization and showed how it leads to a bias-variance trade off in OLS models.

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.