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<span id="openzim-page-title" class="mw-page-title-main"><span class="mw-page-title-main">Regularization (mathematics)</span></span>
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<p>In <a href="Mathematics" title="Mathematics">mathematics</a>, <a href="Statistics" title="Statistics">statistics</a>, <a href="Mathematical_finance" title="Mathematical finance">finance</a>,<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup> and <a href="Computer_science" title="Computer science">computer science</a>, particularly in <a href="Machine_learning" title="Machine learning">machine learning</a> and <a href="Inverse_problem" title="Inverse problem">inverse problems</a>, <b>regularization</b> is a process that converts the <a href="Problem_solving" title="Problem solving">answer to a problem</a> to a simpler one. It is often used in solving <a href="Ill-posed_problems" class="mw-redirect" title="Ill-posed problems">ill-posed problems</a> or to prevent <a href="Overfitting" title="Overfitting">overfitting</a>.<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup>
</p><p>Although regularization procedures can be divided in many ways, the following delineation is particularly helpful:
</p>
<ul><li><b>Explicit regularization</b> is regularization whenever one explicitly adds a term to the optimization problem. These terms could be <a href="Prior_probability" title="Prior probability">priors</a>, penalties, or constraints. Explicit regularization is commonly employed with ill-posed optimization problems. The regularization term, or penalty, imposes a cost on the optimization function to make the optimal solution unique.</li>
<li><b>Implicit regularization</b> is all other forms of regularization. This includes, for example, early stopping, using a robust loss function, and discarding outliers. Implicit regularization is essentially ubiquitous in modern machine learning approaches, including <a href="Stochastic_gradient_descent" title="Stochastic gradient descent">stochastic gradient descent</a> for training <a href="Deep_neural_networks" class="mw-redirect" title="Deep neural networks">deep neural networks</a>, and <a href="Ensemble_methods" class="mw-redirect" title="Ensemble methods">ensemble methods</a> (such as <a href="Random_forest" title="Random forest">random forests</a> and <a href="Gradient_boosted_trees" class="mw-redirect" title="Gradient boosted trees">gradient boosted trees</a>).</li></ul>
<p>In explicit regularization, independent of the problem or model, there is always a data term, that corresponds to a likelihood of the measurement, and a regularization term that corresponds to a prior. By combining both using <a href="Bayesian_statistics" title="Bayesian statistics">Bayesian statistics</a>, one can compute a posterior, that includes both information sources and therefore stabilizes the estimation process. By trading off both objectives, one chooses to be more aligned to the data or to enforce regularization (to prevent overfitting). There is a whole research branch dealing with all possible regularizations. In practice, one usually tries a specific regularization and then figures out the probability density that corresponds to that regularization to justify the choice. It can also be physically motivated by common sense or intuition.
</p><p>In <a href="Supervised_learning" title="Supervised learning">machine learning</a>, the data term corresponds to the training data and the regularization is either the choice of the model or modifications to the algorithm. It is always intended to reduce the <a href="Generalization_error" title="Generalization error">generalization error</a>, i.e. the error score with the trained model on the evaluation set (testing data) and not the training data.<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup>
</p><p>One of the earliest uses of regularization is <a href="Tikhonov_regularization" class="mw-redirect" title="Tikhonov regularization">Tikhonov regularization</a> (ridge regression), related to the method of least squares.
</p>
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<div class="mw-heading mw-heading2"><h2 id="Regularization_in_machine_learning">Regularization in machine learning</h2></div>
<p>In <a href="Machine_learning" title="Machine learning">machine learning</a>, a key challenge is enabling models to accurately predict outcomes on unseen data, not just on familiar training data. Regularization is crucial for addressing <a href="Overfitting" title="Overfitting">overfitting</a>—where a model memorizes training data details but cannot generalize to new data. The goal of regularization is to encourage models to learn the broader patterns within the data rather than memorizing it. Techniques like <a href="Early_stopping" title="Early stopping">early stopping</a>, L1 and <a href="L2_regularization" class="mw-redirect" title="L2 regularization">L2 regularization</a>, and <a href="Dropout_(neural_networks)" class="mw-redirect" title="Dropout (neural networks)">dropout</a> are designed to prevent overfitting and underfitting, thereby enhancing the model's ability to adapt to and perform well with new data, thus improving model generalization.<sup id="cite_ref-:1_4-0" class="reference"><a href="#cite_note-:1-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading3"><h3 id="Early_Stopping">Early Stopping</h3></div>
<p>Stops training when validation performance deteriorates, preventing overfitting by halting before the model memorizes training data.<sup id="cite_ref-:1_4-1" class="reference"><a href="#cite_note-:1-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading3"><h3 id="L1_and_L2_Regularization">L1 and L2 Regularization</h3></div>
<p>Adds penalty terms to the cost function to discourage complex models:
</p>
<ul><li><b>L1 regularization</b> (also called <a href="Lasso_(statistics)" title="Lasso (statistics)">LASSO</a>) leads to sparse models by adding a penalty based on the absolute value of coefficients.</li>
<li><b>L2 regularization</b> (also called <a href="Ridge_regression" title="Ridge regression">ridge regression</a>) encourages smaller, more evenly distributed weights by adding a penalty based on the square of the coefficients.<sup id="cite_ref-:1_4-2" class="reference"><a href="#cite_note-:1-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup></li></ul>
<div class="mw-heading mw-heading3"><h3 id="Dropout">Dropout</h3></div>
<p>In the context of neural networks, the Dropout technique repeatedly ignores random subsets of neurons during training, which simulates the training of multiple neural network architectures at once to improve generalization.<sup id="cite_ref-:1_4-3" class="reference"><a href="#cite_note-:1-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading2"><h2 id="Classification">Classification</h2></div>
<p>Empirical learning of classifiers (from a finite data set) is always an <a href="Underdetermination" title="Underdetermination">underdetermined</a> problem, because it attempts to infer a function of any <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}">
<semantics>
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<mi>x</mi>
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</math></span><img src="./87f9e315fd7e2ba406057a97300593c4802b53e4.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}" loading="lazy"></span> given only examples <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{1},x_{2},\dots ,x_{n}}">
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</math></span><img src="./75c2d357bc1b965979bf171b5ba3bac0f68961c2.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:13.528ex; height:2.009ex;" alt="{\displaystyle x_{1},x_{2},\dots ,x_{n}}" loading="lazy"></span>.
</p><p>A regularization term (or regularizer) <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R(f)}">
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<mi>R</mi>
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<annotation encoding="application/x-tex">{\displaystyle R(f)}</annotation>
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</math></span><img src="./fb57f1b3ae288e52318d733f1c69d3e3637318b8.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.852ex; height:2.843ex;" alt="{\displaystyle R(f)}" loading="lazy"></span> is added to a <a href="Loss_functions_for_classification" title="Loss functions for classification">loss function</a>:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min _{f}\sum _{i=1}^{n}V(f(x_{i}),y_{i})+\lambda R(f)}">
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<annotation encoding="application/x-tex">{\displaystyle \min _{f}\sum _{i=1}^{n}V(f(x_{i}),y_{i})+\lambda R(f)}</annotation>
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where <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle V}">
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</math></span><img src="./af0f6064540e84211d0ffe4dac72098adfa52845.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.787ex; height:2.176ex;" alt="{\displaystyle V}" loading="lazy"></span> is an underlying loss function that describes the cost of predicting <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x)}">
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<annotation encoding="application/x-tex">{\displaystyle f(x)}</annotation>
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</math></span><img src="./202945cce41ecebb6f643f31d119c514bec7a074.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.418ex; height:2.843ex;" alt="{\displaystyle f(x)}" loading="lazy"></span> when the label is <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y}">
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</math></span><img src="./b8a6208ec717213d4317e666f1ae872e00620a0d.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.155ex; height:2.009ex;" alt="{\displaystyle y}" loading="lazy"></span>, such as the <a href="Loss_functions_for_classification#Square_loss" title="Loss functions for classification">square loss</a> or <a href="Hinge_loss" title="Hinge loss">hinge loss</a>; and <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }">
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</math></span><img src="./b43d0ea3c9c025af1be9128e62a18fa74bedda2a.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }" loading="lazy"></span> is a parameter which controls the importance of the regularization term. <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R(f)}">
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<annotation encoding="application/x-tex">{\displaystyle R(f)}</annotation>
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</math></span><img src="./fb57f1b3ae288e52318d733f1c69d3e3637318b8.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.852ex; height:2.843ex;" alt="{\displaystyle R(f)}" loading="lazy"></span> is typically chosen to impose a penalty on the complexity of <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}">
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</math></span><img src="./132e57acb643253e7810ee9702d9581f159a1c61.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}" loading="lazy"></span>. Concrete notions of complexity used include restrictions for <a href="Smooth_function" class="mw-redirect" title="Smooth function">smoothness</a> and bounds on the <a href="Normed_vector_space" title="Normed vector space">vector space norm</a>.<sup id="cite_ref-:0_5-0" class="reference"><a href="#cite_note-:0-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup>
</p><p>A theoretical justification for regularization is that it attempts to impose <a href="Occam's_razor" title="Occam's razor">Occam's razor</a> on the solution (as depicted in the figure above, where the green function, the simpler one, may be preferred). From a <a href="Bayesian_inference" title="Bayesian inference">Bayesian</a> point of view, many regularization techniques correspond to imposing certain <a href="Prior_probability" title="Prior probability">prior</a> distributions on model parameters.<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup>
</p><p>Regularization can serve multiple purposes, including learning simpler models, inducing models to be sparse and introducing group structure into the learning problem.
</p><p>The same idea arose in many fields of <a href="Science" title="Science">science</a>. A simple form of regularization applied to <a href="Integral_equation" title="Integral equation">integral equations</a> (<a href="Tikhonov_regularization" class="mw-redirect" title="Tikhonov regularization">Tikhonov regularization</a>) is essentially a trade-off between fitting the data and reducing a norm of the solution. More recently, non-linear regularization methods, including <a href="Total_variation_regularization" class="mw-redirect" title="Total variation regularization">total variation regularization</a>, have become popular.
</p>
<div class="mw-heading mw-heading3"><h3 id="Generalization">Generalization</h3></div>
<style data-mw-deduplicate="TemplateStyles:r1236090951">
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</style><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="Generalization_error" title="Generalization error">Generalization error</a></div>
<p>Regularization can be motivated as a technique to improve the generalizability of a learned model.
</p><p>The goal of this learning problem is to find a function that fits or predicts the outcome (label) that minimizes the expected error over all possible inputs and labels. The expected error of a function <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f_{n}}">
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<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle I[f_{n}]=\int _{X\times Y}V(f_{n}(x),y)\rho (x,y)\,dx\,dy}">
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<mrow class="MJX-TeXAtom-ORD">
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<annotation encoding="application/x-tex">{\displaystyle I[f_{n}]=\int _{X\times Y}V(f_{n}(x),y)\rho (x,y)\,dx\,dy}</annotation>
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where <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>X</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle X}</annotation>
</semantics>
</math></span><img src="./68baa052181f707c662844a465bfeeb135e82bab.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}" loading="lazy"></span> and <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Y}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>Y</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle Y}</annotation>
</semantics>
</math></span><img src="./961d67d6b454b4df2301ac571808a3538b3a6d3f.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.171ex; width:1.773ex; height:2.009ex;" alt="{\displaystyle Y}" loading="lazy"></span> are the domains of input data <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>x</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x}</annotation>
</semantics>
</math></span><img src="./87f9e315fd7e2ba406057a97300593c4802b53e4.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}" loading="lazy"></span> and their labels <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>y</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle y}</annotation>
</semantics>
</math></span><img src="./b8a6208ec717213d4317e666f1ae872e00620a0d.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.155ex; height:2.009ex;" alt="{\displaystyle y}" loading="lazy"></span> respectively.
</p><p>Typically in learning problems, only a subset of input data and labels are available, measured with some noise. Therefore, the expected error is unmeasurable, and the best surrogate available is the empirical error over the <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle N}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>N</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle N}</annotation>
</semantics>
</math></span><img src="./f5e3890c981ae85503089652feb48b191b57aae3.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.064ex; height:2.176ex;" alt="{\displaystyle N}" loading="lazy"></span> available samples:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle I_{S}[f_{n}]={\frac {1}{n}}\sum _{i=1}^{N}V(f_{n}({\hat {x}}_{i}),{\hat {y}}_{i})}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>I</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>S</mi>
</mrow>
</msub>
<mo stretchy="false">[</mo>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msub>
<mo stretchy="false">]</mo>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mn>1</mn>
<mi>n</mi>
</mfrac>
</mrow>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>N</mi>
</mrow>
</munderover>
<mi>V</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>x</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>,</mo>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle I_{S}[f_{n}]={\frac {1}{n}}\sum _{i=1}^{N}V(f_{n}({\hat {x}}_{i}),{\hat {y}}_{i})}</annotation>
</semantics>
</math></span></span>
Without bounds on the complexity of the function space (formally, the <a href="Reproducing_kernel_Hilbert_space" title="Reproducing kernel Hilbert space">reproducing kernel Hilbert space</a>) available, a model will be learned that incurs zero loss on the surrogate empirical error. If measurements (e.g. of <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{i}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x_{i}}</annotation>
</semantics>
</math></span><img src="./e87000dd6142b81d041896a30fe58f0c3acb2158.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.129ex; height:2.009ex;" alt="{\displaystyle x_{i}}" loading="lazy"></span>) were made with noise, this model may suffer from <a href="Overfitting" title="Overfitting">overfitting</a> and display poor expected error. Regularization introduces a penalty for exploring certain regions of the function space used to build the model, which can improve generalization.
</p>
<div class="mw-heading mw-heading2"><h2 id="Tikhonov_regularization_(ridge_regression)">Tikhonov regularization (ridge regression)</h2></div>
<div role="note" class="hatnote navigation-not-searchable">Main article: <a href="Tikhonov_regularization" class="mw-redirect" title="Tikhonov regularization">Tikhonov regularization</a></div>
<p>These techniques are named for <a href="Andrey_Nikolayevich_Tikhonov" class="mw-redirect" title="Andrey Nikolayevich Tikhonov">Andrey Nikolayevich Tikhonov</a>, who applied regularization to <a href="Integral_equation" title="Integral equation">integral equations</a> and made important contributions in many other areas.
</p><p>When learning a linear function <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>f</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle f}</annotation>
</semantics>
</math></span><img src="./132e57acb643253e7810ee9702d9581f159a1c61.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}" loading="lazy"></span>, characterized by an unknown <a href="Vector_space" title="Vector space">vector</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>w</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w}</annotation>
</semantics>
</math></span><img src="./88b1e0c8e1be5ebe69d18a8010676fa42d7961e6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.664ex; height:1.676ex;" alt="{\displaystyle w}" loading="lazy"></span> such that <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x)=w\cdot x}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>f</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mi>w</mi>
<mo>⋅<!-- ⋅ --></mo>
<mi>x</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle f(x)=w\cdot x}</annotation>
</semantics>
</math></span><img src="./6d5ff2299b2423508dcbb92773fd4d18b6d43dd6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.189ex; height:2.843ex;" alt="{\displaystyle f(x)=w\cdot x}" loading="lazy"></span>, one can add the <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{2}}</annotation>
</semantics>
</math></span><img src="./c6a952cfe42c86b7741f55a817da0e251793a358.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{2}}" loading="lazy"></span>-norm of the vector <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>w</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w}</annotation>
</semantics>
</math></span><img src="./88b1e0c8e1be5ebe69d18a8010676fa42d7961e6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.664ex; height:1.676ex;" alt="{\displaystyle w}" loading="lazy"></span> to the loss expression in order to prefer solutions with smaller norms. Tikhonov regularization is one of the most common forms. It is also known as ridge regression. It is expressed as:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min _{w}\sum _{i=1}^{n}V({\hat {x}}_{i}\cdot w,{\hat {y}}_{i})+\lambda \left\|w\right\|_{2}^{2},}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<munder>
<mo movablelimits="true" form="prefix">min</mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>w</mi>
</mrow>
</munder>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</munderover>
<mi>V</mi>
<mo stretchy="false">(</mo>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>x</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo>⋅<!-- ⋅ --></mo>
<mi>w</mi>
<mo>,</mo>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>+</mo>
<mi>λ<!-- λ --></mi>
<msubsup>
<mrow>
<mo symmetric="true">‖</mo>
<mi>w</mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msubsup>
<mo>,</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \min _{w}\sum _{i=1}^{n}V({\hat {x}}_{i}\cdot w,{\hat {y}}_{i})+\lambda \left\|w\right\|_{2}^{2},}</annotation>
</semantics>
</math></span></span>
where <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle ({\hat {x}}_{i},{\hat {y}}_{i}),\,1\leq i\leq n,}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mo stretchy="false">(</mo>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>x</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo>,</mo>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>,</mo>
<mspace width="thinmathspace"></mspace>
<mn>1</mn>
<mo>≤<!-- ≤ --></mo>
<mi>i</mi>
<mo>≤<!-- ≤ --></mo>
<mi>n</mi>
<mo>,</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle ({\hat {x}}_{i},{\hat {y}}_{i}),\,1\leq i\leq n,}</annotation>
</semantics>
</math></span><img src="./1161d93f48a6b936ca488173be50af4a33171d01.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.699ex; height:2.843ex;" alt="{\displaystyle ({\hat {x}}_{i},{\hat {y}}_{i}),\,1\leq i\leq n,}" loading="lazy"></span> would represent samples used for training.
</p><p>In the case of a general function, the norm of the function in its <a href="Reproducing_kernel_Hilbert_space" title="Reproducing kernel Hilbert space">reproducing kernel Hilbert space</a> is:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min _{f}\sum _{i=1}^{n}V(f({\hat {x}}_{i}),{\hat {y}}_{i})+\lambda \left\|f\right\|_{\mathcal {H}}^{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<munder>
<mo movablelimits="true" form="prefix">min</mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>f</mi>
</mrow>
</munder>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</munderover>
<mi>V</mi>
<mo stretchy="false">(</mo>
<mi>f</mi>
<mo stretchy="false">(</mo>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>x</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>,</mo>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>+</mo>
<mi>λ<!-- λ --></mi>
<msubsup>
<mrow>
<mo symmetric="true">‖</mo>
<mi>f</mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi class="MJX-tex-caligraphic" mathvariant="script">H</mi>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msubsup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \min _{f}\sum _{i=1}^{n}V(f({\hat {x}}_{i}),{\hat {y}}_{i})+\lambda \left\|f\right\|_{\mathcal {H}}^{2}}</annotation>
</semantics>
</math></span></span>
</p><p>As the <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{2}}</annotation>
</semantics>
</math></span><img src="./c6a952cfe42c86b7741f55a817da0e251793a358.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{2}}" loading="lazy"></span> norm is <a href="Differentiable_function#Differentiability_in_higher_dimensions" title="Differentiable function">differentiable</a>, learning can be advanced by <a href="Gradient_descent" title="Gradient descent">gradient descent</a>.
</p>
<div class="mw-heading mw-heading3"><h3 id="Tikhonov-regularized_least_squares">Tikhonov-regularized least squares</h3></div>
<p>The learning problem with the <a href="Least_squares" title="Least squares">least squares</a> loss function and Tikhonov regularization can be solved analytically. Written in matrix form, the optimal <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>w</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w}</annotation>
</semantics>
</math></span><img src="./88b1e0c8e1be5ebe69d18a8010676fa42d7961e6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.664ex; height:1.676ex;" alt="{\displaystyle w}" loading="lazy"></span> is the one for which the gradient of the loss function with respect to <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>w</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w}</annotation>
</semantics>
</math></span><img src="./88b1e0c8e1be5ebe69d18a8010676fa42d7961e6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.664ex; height:1.676ex;" alt="{\displaystyle w}" loading="lazy"></span> is 0.
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min _{w}{\frac {1}{n}}\left({\hat {X}}w-Y\right)^{\mathsf {T}}\left({\hat {X}}w-Y\right)+\lambda \left\|w\right\|_{2}^{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<munder>
<mo movablelimits="true" form="prefix">min</mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>w</mi>
</mrow>
</munder>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mn>1</mn>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow>
<mo>(</mo>
<mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mi>w</mi>
<mo>−<!-- − --></mo>
<mi>Y</mi>
</mrow>
<mo>)</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow>
<mo>(</mo>
<mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mi>w</mi>
<mo>−<!-- − --></mo>
<mi>Y</mi>
</mrow>
<mo>)</mo>
</mrow>
<mo>+</mo>
<mi>λ<!-- λ --></mi>
<msubsup>
<mrow>
<mo symmetric="true">‖</mo>
<mi>w</mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msubsup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \min _{w}{\frac {1}{n}}\left({\hat {X}}w-Y\right)^{\mathsf {T}}\left({\hat {X}}w-Y\right)+\lambda \left\|w\right\|_{2}^{2}}</annotation>
</semantics>
</math></span></span>
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nabla _{w}={\frac {2}{n}}{\hat {X}}^{\mathsf {T}}\left({\hat {X}}w-Y\right)+2\lambda w}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi mathvariant="normal">∇<!-- ∇ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>w</mi>
</mrow>
</msub>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mn>2</mn>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow>
<mo>(</mo>
<mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mi>w</mi>
<mo>−<!-- − --></mo>
<mi>Y</mi>
</mrow>
<mo>)</mo>
</mrow>
<mo>+</mo>
<mn>2</mn>
<mi>λ<!-- λ --></mi>
<mi>w</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \nabla _{w}={\frac {2}{n}}{\hat {X}}^{\mathsf {T}}\left({\hat {X}}w-Y\right)+2\lambda w}</annotation>
</semantics>
</math></span></span>
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0={\hat {X}}^{\mathsf {T}}\left({\hat {X}}w-Y\right)+n\lambda w}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mn>0</mn>
<mo>=</mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow>
<mo>(</mo>
<mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mi>w</mi>
<mo>−<!-- − --></mo>
<mi>Y</mi>
</mrow>
<mo>)</mo>
</mrow>
<mo>+</mo>
<mi>n</mi>
<mi>λ<!-- λ --></mi>
<mi>w</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle 0={\hat {X}}^{\mathsf {T}}\left({\hat {X}}w-Y\right)+n\lambda w}</annotation>
</semantics>
</math></span></span><span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w=\left({\hat {X}}^{\mathsf {T}}{\hat {X}}+\lambda nI\right)^{-1}\left({\hat {X}}^{\mathsf {T}}Y\right)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>w</mi>
<mo>=</mo>
<msup>
<mrow>
<mo>(</mo>
<mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mo>+</mo>
<mi>λ<!-- λ --></mi>
<mi>n</mi>
<mi>I</mi>
</mrow>
<mo>)</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msup>
<mrow>
<mo>(</mo>
<mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mi>Y</mi>
</mrow>
<mo>)</mo>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w=\left({\hat {X}}^{\mathsf {T}}{\hat {X}}+\lambda nI\right)^{-1}\left({\hat {X}}^{\mathsf {T}}Y\right)}</annotation>
</semantics>
</math></span></span>
where the third statement is a <a href="First-order_condition" class="mw-redirect" title="First-order condition">first-order condition</a>.
</p><p>By construction of the optimization problem, other values of <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>w</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w}</annotation>
</semantics>
</math></span><img src="./88b1e0c8e1be5ebe69d18a8010676fa42d7961e6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.664ex; height:1.676ex;" alt="{\displaystyle w}" loading="lazy"></span> give larger values for the loss function. This can be verified by examining the <a href="Second_derivative" title="Second derivative">second derivative</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nabla _{ww}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi mathvariant="normal">∇<!-- ∇ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>w</mi>
<mi>w</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \nabla _{ww}}</annotation>
</semantics>
</math></span><img src="./9df074aaacb814a1dc62001766847b1c0457c358.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:4.522ex; height:2.509ex;" alt="{\displaystyle \nabla _{ww}}" loading="lazy"></span>.
</p><p>During training, this algorithm takes <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle O(d^{3}+nd^{2})}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>O</mi>
<mo stretchy="false">(</mo>
<msup>
<mi>d</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>3</mn>
</mrow>
</msup>
<mo>+</mo>
<mi>n</mi>
<msup>
<mi>d</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle O(d^{3}+nd^{2})}</annotation>
</semantics>
</math></span><img src="./fb07ee3b6722d3b0e2537d36e2a75669325c49c8.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.362ex; height:3.176ex;" alt="{\displaystyle O(d^{3}+nd^{2})}" loading="lazy"></span> <a href="Time_complexity" title="Time complexity">time</a>. The terms correspond to the matrix inversion and calculating <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X^{\mathsf {T}}X}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msup>
<mi>X</mi>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mi>X</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle X^{\mathsf {T}}X}</annotation>
</semantics>
</math></span><img src="./75a4cb7b8bf2de8f4b677bee7ac95cd1fd3ef35f.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.328ex; height:2.676ex;" alt="{\displaystyle X^{\mathsf {T}}X}" loading="lazy"></span>, respectively. Testing takes <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle O(nd)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>O</mi>
<mo stretchy="false">(</mo>
<mi>n</mi>
<mi>d</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle O(nd)}</annotation>
</semantics>
</math></span><img src="./d627081a425c8784d1e2f4da283e073fd960e881.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.193ex; height:2.843ex;" alt="{\displaystyle O(nd)}" loading="lazy"></span> time.
</p>
<div class="mw-heading mw-heading2"><h2 id="Early_stopping_2">Early stopping</h2></div>
<div role="note" class="hatnote navigation-not-searchable">Main article: <a href="Early_stopping" title="Early stopping">Early stopping</a></div>
<p>Early stopping can be viewed as regularization in time. Intuitively, a training procedure such as gradient descent tends to learn more and more complex functions with increasing iterations. By regularizing for time, model complexity can be controlled, improving generalization.
</p><p>Early stopping is implemented using one data set for training, one statistically independent data set for validation and another for testing. The model is trained until performance on the validation set no longer improves and then applied to the test set.
</p>
<div class="mw-heading mw-heading3"><h3 id="Theoretical_motivation_in_least_squares">Theoretical motivation in least squares</h3></div>
<p>Consider the finite approximation of <a href="Neumann_series" title="Neumann series">Neumann series</a> for an invertible matrix <span class="texhtml mvar" style="font-style:italic;">A</span> where <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|I-A\right\|<1}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi>I</mi>
<mo>−<!-- − --></mo>
<mi>A</mi>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mo><</mo>
<mn>1</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|I-A\right\|<1}</annotation>
</semantics>
</math></span><img src="./ab22351caf868979f543b253b84af3bc91006765.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.341ex; height:2.843ex;" alt="{\displaystyle \left\|I-A\right\|<1}" loading="lazy"></span>:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum _{i=0}^{T-1}\left(I-A\right)^{i}\approx A^{-1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>=</mo>
<mn>0</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</munderover>
<msup>
<mrow>
<mo>(</mo>
<mrow>
<mi>I</mi>
<mo>−<!-- − --></mo>
<mi>A</mi>
</mrow>
<mo>)</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msup>
<mo>≈<!-- ≈ --></mo>
<msup>
<mi>A</mi>
<mrow class="MJX-TeXAtom-ORD">
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \sum _{i=0}^{T-1}\left(I-A\right)^{i}\approx A^{-1}}</annotation>
</semantics>
</math></span></span>
</p><p>This can be used to approximate the analytical solution of unregularized least squares, if <span class="texhtml mvar" style="font-style:italic;">γ</span> is introduced to ensure the norm is less than one.
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w_{T}={\frac {\gamma }{n}}\sum _{i=0}^{T-1}\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right)^{i}{\hat {X}}^{\mathsf {T}}{\hat {Y}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
</mrow>
</msub>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>=</mo>
<mn>0</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</munderover>
<msup>
<mrow>
<mo>(</mo>
<mrow>
<mi>I</mi>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mrow>
<mo>)</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msup>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>Y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w_{T}={\frac {\gamma }{n}}\sum _{i=0}^{T-1}\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right)^{i}{\hat {X}}^{\mathsf {T}}{\hat {Y}}}</annotation>
</semantics>
</math></span></span>
</p><p>The exact solution to the unregularized least squares learning problem minimizes the empirical error, but may fail. By limiting <span class="texhtml mvar" style="font-style:italic;">T</span>, the only free parameter in the algorithm above, the problem is regularized for time, which may improve its generalization.
</p><p>The algorithm above is equivalent to restricting the number of gradient descent iterations for the empirical risk
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle I_{s}[w]={\frac {1}{2n}}\left\|{\hat {X}}w-{\hat {Y}}\right\|_{\mathbb {R} ^{n}}^{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>I</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>s</mi>
</mrow>
</msub>
<mo stretchy="false">[</mo>
<mi>w</mi>
<mo stretchy="false">]</mo>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mn>1</mn>
<mrow>
<mn>2</mn>
<mi>n</mi>
</mrow>
</mfrac>
</mrow>
<msubsup>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mi>w</mi>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>Y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
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<mo symmetric="true">‖</mo>
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<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msup>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msubsup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle I_{s}[w]={\frac {1}{2n}}\left\|{\hat {X}}w-{\hat {Y}}\right\|_{\mathbb {R} ^{n}}^{2}}</annotation>
</semantics>
</math></span></span>
with the gradient descent update:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}w_{0}&=0\\[1ex]w_{t+1}&=\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right)w_{t}+{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {Y}}\end{aligned}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mtable columnalign="right left right left right left right left right left right left" rowspacing="0.73em 0.3em" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true">
<mtr>
<mtd>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>0</mn>
</mrow>
</msub>
</mtd>
<mtd>
<mi></mi>
<mo>=</mo>
<mn>0</mn>
</mtd>
</mtr>
<mtr>
<mtd>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>t</mi>
<mo>+</mo>
<mn>1</mn>
</mrow>
</msub>
</mtd>
<mtd>
<mi></mi>
<mo>=</mo>
<mrow>
<mo>(</mo>
<mrow>
<mi>I</mi>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mrow>
<mo>)</mo>
</mrow>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>t</mi>
</mrow>
</msub>
<mo>+</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>Y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mtd>
</mtr>
</mtable>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}w_{0}&=0\\[1ex]w_{t+1}&=\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right)w_{t}+{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {Y}}\end{aligned}}}</annotation>
</semantics>
</math></span></span>
</p><p>The base case is trivial. The inductive case is proved as follows:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}w_{T}&=\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right){\frac {\gamma }{n}}\sum _{i=0}^{T-2}\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right)^{i}{\hat {X}}^{\mathsf {T}}{\hat {Y}}+{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {Y}}\\[1ex]&={\frac {\gamma }{n}}\sum _{i=1}^{T-1}\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right)^{i}{\hat {X}}^{\mathsf {T}}{\hat {Y}}+{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {Y}}\\[1ex]&={\frac {\gamma }{n}}\sum _{i=0}^{T-1}\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right)^{i}{\hat {X}}^{\mathsf {T}}{\hat {Y}}\end{aligned}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mtable columnalign="right left right left right left right left right left right left" rowspacing="0.73em 0.73em 0.3em" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true">
<mtr>
<mtd>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
</mrow>
</msub>
</mtd>
<mtd>
<mi></mi>
<mo>=</mo>
<mrow>
<mo>(</mo>
<mrow>
<mi>I</mi>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mrow>
<mo>)</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>=</mo>
<mn>0</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
<mo>−<!-- − --></mo>
<mn>2</mn>
</mrow>
</munderover>
<msup>
<mrow>
<mo>(</mo>
<mrow>
<mi>I</mi>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
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</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
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<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mrow>
<mo>)</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msup>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
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<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
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<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mo>+</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
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</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>Y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mtd>
</mtr>
<mtr>
<mtd></mtd>
<mtd>
<mi></mi>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</munderover>
<msup>
<mrow>
<mo>(</mo>
<mrow>
<mi>I</mi>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
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</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mrow>
<mo>)</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msup>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
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<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
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<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mo>+</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>Y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mtd>
</mtr>
<mtr>
<mtd></mtd>
<mtd>
<mi></mi>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>=</mo>
<mn>0</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</munderover>
<msup>
<mrow>
<mo>(</mo>
<mrow>
<mi>I</mi>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>γ<!-- γ --></mi>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mrow>
<mo>)</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msup>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>Y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mtd>
</mtr>
</mtable>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}w_{T}&=\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right){\frac {\gamma }{n}}\sum _{i=0}^{T-2}\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right)^{i}{\hat {X}}^{\mathsf {T}}{\hat {Y}}+{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {Y}}\\[1ex]&={\frac {\gamma }{n}}\sum _{i=1}^{T-1}\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right)^{i}{\hat {X}}^{\mathsf {T}}{\hat {Y}}+{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {Y}}\\[1ex]&={\frac {\gamma }{n}}\sum _{i=0}^{T-1}\left(I-{\frac {\gamma }{n}}{\hat {X}}^{\mathsf {T}}{\hat {X}}\right)^{i}{\hat {X}}^{\mathsf {T}}{\hat {Y}}\end{aligned}}}</annotation>
</semantics>
</math></span></span>
</p>
<div class="mw-heading mw-heading2"><h2 id="Regularizers_for_sparsity">Regularizers for sparsity</h2></div>
<p>Assume that a dictionary <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \phi _{j}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>ϕ<!-- ϕ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>j</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \phi _{j}}</annotation>
</semantics>
</math></span><img src="./e4cbf9f77e99bf49bdc5b3afa8b6b77d15b9be6b.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:2.295ex; height:2.843ex;" alt="{\displaystyle \phi _{j}}" loading="lazy"></span> with dimension <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>p</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle p}</annotation>
</semantics>
</math></span><img src="./81eac1e205430d1f40810df36a0edffdc367af36.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}" loading="lazy"></span> is given such that a function in the function space can be expressed as:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x)=\sum _{j=1}^{p}\phi _{j}(x)w_{j}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>f</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>j</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>p</mi>
</mrow>
</munderover>
<msub>
<mi>ϕ<!-- ϕ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>j</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">)</mo>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>j</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle f(x)=\sum _{j=1}^{p}\phi _{j}(x)w_{j}}</annotation>
</semantics>
</math></span></span>
</p>
<p>Enforcing a sparsity constraint on <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>w</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w}</annotation>
</semantics>
</math></span><img src="./88b1e0c8e1be5ebe69d18a8010676fa42d7961e6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.664ex; height:1.676ex;" alt="{\displaystyle w}" loading="lazy"></span> can lead to simpler and more interpretable models. This is useful in many real-life applications such as <a href="Computational_biology" title="Computational biology">computational biology</a>. An example is developing a simple predictive test for a disease in order to minimize the cost of performing medical tests while maximizing predictive power.
</p><p>A sensible sparsity constraint is the <a href="Norm_(mathematics)" title="Norm (mathematics)"><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{0}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>0</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{0}}</annotation>
</semantics>
</math></span><img src="./db742b8c210fc611329a4c2dcc3af4b4e1a110cb.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{0}}" loading="lazy"></span> norm</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \|w\|_{0}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mo fence="false" stretchy="false">‖<!-- ‖ --></mo>
<mi>w</mi>
<msub>
<mo fence="false" stretchy="false">‖<!-- ‖ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mn>0</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \|w\|_{0}}</annotation>
</semantics>
</math></span><img src="./8c88dffe8814e949d43dd9c949e26b1ebab06642.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.043ex; height:2.843ex;" alt="{\displaystyle \|w\|_{0}}" loading="lazy"></span>, defined as the number of non-zero elements in <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>w</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w}</annotation>
</semantics>
</math></span><img src="./88b1e0c8e1be5ebe69d18a8010676fa42d7961e6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.664ex; height:1.676ex;" alt="{\displaystyle w}" loading="lazy"></span>. Solving a <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{0}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>0</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{0}}</annotation>
</semantics>
</math></span><img src="./db742b8c210fc611329a4c2dcc3af4b4e1a110cb.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{0}}" loading="lazy"></span> regularized learning problem, however, has been demonstrated to be <a href="NP-hardness" title="NP-hardness">NP-hard</a>.<sup id="cite_ref-7" class="reference"><a href="#cite_note-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup>
</p><p>The <a href="Taxicab_geometry" title="Taxicab geometry"><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{1}}</annotation>
</semantics>
</math></span><img src="./0e79dc1b001f8b923df475ed14de023cbc456013.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{1}}" loading="lazy"></span> norm</a> (see also <a href="Norm_(mathematics)" title="Norm (mathematics)">Norms</a>) can be used to approximate the optimal <a href="Norm_(mathematics)" title="Norm (mathematics)"><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{0}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>0</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{0}}</annotation>
</semantics>
</math></span><img src="./db742b8c210fc611329a4c2dcc3af4b4e1a110cb.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{0}}" loading="lazy"></span></a> norm via convex relaxation. It can be shown that the <a href="Norm_(mathematics)" title="Norm (mathematics)"><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{1}}</annotation>
</semantics>
</math></span><img src="./0e79dc1b001f8b923df475ed14de023cbc456013.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{1}}" loading="lazy"></span></a> norm induces sparsity. In the case of least squares, this problem is known as <a href="Lasso_(statistics)" title="Lasso (statistics)">LASSO</a> in statistics and <a href="Basis_pursuit" title="Basis pursuit">basis pursuit</a> in signal processing.
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min _{w\in \mathbb {R} ^{p}}{\frac {1}{n}}\left\|{\hat {X}}w-{\hat {Y}}\right\|^{2}+\lambda \left\|w\right\|_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<munder>
<mo movablelimits="true" form="prefix">min</mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>w</mi>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>p</mi>
</mrow>
</msup>
</mrow>
</munder>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mn>1</mn>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mi>w</mi>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>Y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
<mo>+</mo>
<mi>λ<!-- λ --></mi>
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mi>w</mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \min _{w\in \mathbb {R} ^{p}}{\frac {1}{n}}\left\|{\hat {X}}w-{\hat {Y}}\right\|^{2}+\lambda \left\|w\right\|_{1}}</annotation>
</semantics>
</math></span></span>
</p>
<p><a href="Norm_(mathematics)" title="Norm (mathematics)"><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{1}}</annotation>
</semantics>
</math></span><img src="./0e79dc1b001f8b923df475ed14de023cbc456013.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{1}}" loading="lazy"></span></a> regularization can occasionally produce non-unique solutions. A simple example is provided in the figure when the space of possible solutions lies on a 45 degree line. This can be problematic for certain applications, and is overcome by combining <a href="Norm_(mathematics)" title="Norm (mathematics)"><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{1}}</annotation>
</semantics>
</math></span><img src="./0e79dc1b001f8b923df475ed14de023cbc456013.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{1}}" loading="lazy"></span></a> with <a href="Norm_(mathematics)" title="Norm (mathematics)"><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{2}}</annotation>
</semantics>
</math></span><img src="./c6a952cfe42c86b7741f55a817da0e251793a358.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{2}}" loading="lazy"></span></a> regularization in <a href="Elastic_net_regularization" title="Elastic net regularization">elastic net regularization</a>, which takes the following form:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min _{w\in \mathbb {R} ^{p}}{\frac {1}{n}}\left\|{\hat {X}}w-{\hat {Y}}\right\|^{2}+\lambda \left(\alpha \left\|w\right\|_{1}+(1-\alpha )\left\|w\right\|_{2}^{2}\right),\alpha \in [0,1]}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<munder>
<mo movablelimits="true" form="prefix">min</mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>w</mi>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>p</mi>
</mrow>
</msup>
</mrow>
</munder>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mn>1</mn>
<mi>n</mi>
</mfrac>
</mrow>
<msup>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mi>w</mi>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>Y</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
<mo>+</mo>
<mi>λ<!-- λ --></mi>
<mrow>
<mo>(</mo>
<mrow>
<mi>α<!-- α --></mi>
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mi>w</mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
<mo>+</mo>
<mo stretchy="false">(</mo>
<mn>1</mn>
<mo>−<!-- − --></mo>
<mi>α<!-- α --></mi>
<mo stretchy="false">)</mo>
<msubsup>
<mrow>
<mo symmetric="true">‖</mo>
<mi>w</mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msubsup>
</mrow>
<mo>)</mo>
</mrow>
<mo>,</mo>
<mi>α<!-- α --></mi>
<mo>∈<!-- ∈ --></mo>
<mo stretchy="false">[</mo>
<mn>0</mn>
<mo>,</mo>
<mn>1</mn>
<mo stretchy="false">]</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \min _{w\in \mathbb {R} ^{p}}{\frac {1}{n}}\left\|{\hat {X}}w-{\hat {Y}}\right\|^{2}+\lambda \left(\alpha \left\|w\right\|_{1}+(1-\alpha )\left\|w\right\|_{2}^{2}\right),\alpha \in [0,1]}</annotation>
</semantics>
</math></span></span>
</p><p>Elastic net regularization tends to have a grouping effect, where correlated input features are assigned equal weights.
</p><p>Elastic net regularization is commonly used in practice and is implemented in many machine learning libraries.
</p>
<div class="mw-heading mw-heading3"><h3 id="Proximal_methods">Proximal methods</h3></div>
<div role="note" class="hatnote navigation-not-searchable">Main article: <a href="Proximal_gradient_method" title="Proximal gradient method">Proximal gradient method</a></div><p>While the <a href="Norm_(mathematics)" title="Norm (mathematics)"><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{1}}</annotation>
</semantics>
</math></span><img src="./0e79dc1b001f8b923df475ed14de023cbc456013.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{1}}" loading="lazy"></span></a> norm does not result in an NP-hard problem, the <a href="Norm_(mathematics)" title="Norm (mathematics)"><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{1}}</annotation>
</semantics>
</math></span><img src="./0e79dc1b001f8b923df475ed14de023cbc456013.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{1}}" loading="lazy"></span></a> norm is convex but is not strictly differentiable due to the kink at x = 0. <a href="Subgradient_method" title="Subgradient method">Subgradient methods</a> which rely on the <a href="Subderivative" title="Subderivative">subderivative</a> can be used to solve <a href="Norm_(mathematics)" title="Norm (mathematics)"><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{1}}</annotation>
</semantics>
</math></span><img src="./0e79dc1b001f8b923df475ed14de023cbc456013.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{1}}" loading="lazy"></span></a> regularized learning problems. However, faster convergence can be achieved through proximal methods.
</p><p>For a problem <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min _{w\in H}F(w)+R(w)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<munder>
<mo movablelimits="true" form="prefix">min</mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>w</mi>
<mo>∈<!-- ∈ --></mo>
<mi>H</mi>
</mrow>
</munder>
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>w</mi>
<mo stretchy="false">)</mo>
<mo>+</mo>
<mi>R</mi>
<mo stretchy="false">(</mo>
<mi>w</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \min _{w\in H}F(w)+R(w)}</annotation>
</semantics>
</math></span><img src="./0a5487b2c176722605917b8965873a8382bd1186.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:17.554ex; height:4.009ex;" alt="{\displaystyle \min _{w\in H}F(w)+R(w)}" loading="lazy"></span> such that <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>F</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle F}</annotation>
</semantics>
</math></span><img src="./545fd099af8541605f7ee55f08225526be88ce57.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}" loading="lazy"></span> is convex, continuous, differentiable, with Lipschitz continuous gradient (such as the least squares loss function), and <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R}</annotation>
</semantics>
</math></span><img src="./4b0bfb3769bf24d80e15374dc37b0441e2616e33.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.764ex; height:2.176ex;" alt="{\displaystyle R}" loading="lazy"></span> is convex, continuous, and proper, then the proximal method to solve the problem is as follows. First define the <a href="Proximal_operator" title="Proximal operator">proximal operator</a>
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {prox} _{R}(v)=\mathop {\operatorname {argmin} } _{w\in \mathbb {R} ^{D}}\left\{R(w)+{\frac {1}{2}}\left\|w-v\right\|^{2}\right\},}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>prox</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>R</mi>
</mrow>
</msub>
<mo><!-- --></mo>
<mo stretchy="false">(</mo>
<mi>v</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<munder>
<mrow class="MJX-TeXAtom-OP">
<mi>argmin</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>w</mi>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>D</mi>
</mrow>
</msup>
</mrow>
</munder>
<mo><!-- --></mo>
<mrow>
<mo>{</mo>
<mrow>
<mi>R</mi>
<mo stretchy="false">(</mo>
<mi>w</mi>
<mo stretchy="false">)</mo>
<mo>+</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mn>1</mn>
<mn>2</mn>
</mfrac>
</mrow>
<msup>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi>w</mi>
<mo>−<!-- − --></mo>
<mi>v</mi>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
</mrow>
<mo>}</mo>
</mrow>
<mo>,</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \operatorname {prox} _{R}(v)=\mathop {\operatorname {argmin} } _{w\in \mathbb {R} ^{D}}\left\{R(w)+{\frac {1}{2}}\left\|w-v\right\|^{2}\right\},}</annotation>
</semantics>
</math></span></span>
and then iterate
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w_{k+1}=\mathop {\operatorname {prox} } _{\gamma ,R}\left(w_{k}-\gamma \nabla F(w_{k})\right)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
<mo>+</mo>
<mn>1</mn>
</mrow>
</msub>
<mo>=</mo>
<munder>
<mrow class="MJX-TeXAtom-OP">
<mi>prox</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>γ<!-- γ --></mi>
<mo>,</mo>
<mi>R</mi>
</mrow>
</munder>
<mo><!-- --></mo>
<mrow>
<mo>(</mo>
<mrow>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo>−<!-- − --></mo>
<mi>γ<!-- γ --></mi>
<mi mathvariant="normal">∇<!-- ∇ --></mi>
<mi>F</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
</mrow>
<mo>)</mo>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w_{k+1}=\mathop {\operatorname {prox} } _{\gamma ,R}\left(w_{k}-\gamma \nabla F(w_{k})\right)}</annotation>
</semantics>
</math></span></span>
</p><p>The proximal method iteratively performs gradient descent and then projects the result back into the space permitted by <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R}</annotation>
</semantics>
</math></span><img src="./4b0bfb3769bf24d80e15374dc37b0441e2616e33.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.764ex; height:2.176ex;" alt="{\displaystyle R}" loading="lazy"></span>.
</p><p>When <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R}</annotation>
</semantics>
</math></span><img src="./4b0bfb3769bf24d80e15374dc37b0441e2616e33.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.764ex; height:2.176ex;" alt="{\displaystyle R}" loading="lazy"></span> is the <a href="Norm_(mathematics)" title="Norm (mathematics)"><span class="texhtml"><i>L</i><sub>1</sub></span></a> regularizer, the proximal operator is equivalent to the soft-thresholding operator,
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle S_{\lambda }(v)f(n)={\begin{cases}v_{i}-\lambda ,&{\text{if }}v_{i}>\lambda \\0,&{\text{if }}v_{i}\in [-\lambda ,\lambda ]\\v_{i}+\lambda ,&{\text{if }}v_{i}<-\lambda \end{cases}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>S</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>λ<!-- λ --></mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<mi>v</mi>
<mo stretchy="false">)</mo>
<mi>f</mi>
<mo stretchy="false">(</mo>
<mi>n</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow>
<mo>{</mo>
<mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false">
<mtr>
<mtd>
<msub>
<mi>v</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo>−<!-- − --></mo>
<mi>λ<!-- λ --></mi>
<mo>,</mo>
</mtd>
<mtd>
<mrow class="MJX-TeXAtom-ORD">
<mtext>if </mtext>
</mrow>
<msub>
<mi>v</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo>></mo>
<mi>λ<!-- λ --></mi>
</mtd>
</mtr>
<mtr>
<mtd>
<mn>0</mn>
<mo>,</mo>
</mtd>
<mtd>
<mrow class="MJX-TeXAtom-ORD">
<mtext>if </mtext>
</mrow>
<msub>
<mi>v</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo>∈<!-- ∈ --></mo>
<mo stretchy="false">[</mo>
<mo>−<!-- − --></mo>
<mi>λ<!-- λ --></mi>
<mo>,</mo>
<mi>λ<!-- λ --></mi>
<mo stretchy="false">]</mo>
</mtd>
</mtr>
<mtr>
<mtd>
<msub>
<mi>v</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo>+</mo>
<mi>λ<!-- λ --></mi>
<mo>,</mo>
</mtd>
<mtd>
<mrow class="MJX-TeXAtom-ORD">
<mtext>if </mtext>
</mrow>
<msub>
<mi>v</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo><</mo>
<mo>−<!-- − --></mo>
<mi>λ<!-- λ --></mi>
</mtd>
</mtr>
</mtable>
<mo fence="true" stretchy="true" symmetric="true"></mo>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle S_{\lambda }(v)f(n)={\begin{cases}v_{i}-\lambda ,&{\text{if }}v_{i}>\lambda \\0,&{\text{if }}v_{i}\in [-\lambda ,\lambda ]\\v_{i}+\lambda ,&{\text{if }}v_{i}<-\lambda \end{cases}}}</annotation>
</semantics>
</math></span></span>
</p><p>This allows for efficient computation.
</p>
<div class="mw-heading mw-heading3"><h3 id="Group_sparsity_without_overlaps">Group sparsity without overlaps</h3></div>
<p>Groups of features can be regularized by a sparsity constraint, which can be useful for expressing certain prior knowledge into an optimization problem.
</p><p>In the case of a linear model with non-overlapping known groups, a regularizer can be defined:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R(w)=\sum _{g=1}^{G}\left\|w_{g}\right\|_{2},}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
<mo stretchy="false">(</mo>
<mi>w</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>G</mi>
</mrow>
</munderover>
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
<mo>,</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R(w)=\sum _{g=1}^{G}\left\|w_{g}\right\|_{2},}</annotation>
</semantics>
</math></span></span> where <span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \|w_{g}\|_{2}={\sqrt {\sum _{j=1}^{|G_{g}|}\left(w_{g}^{j}\right)^{2}}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mo fence="false" stretchy="false">‖<!-- ‖ --></mo>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
<msub>
<mo fence="false" stretchy="false">‖<!-- ‖ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<msqrt>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>j</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mo stretchy="false">|</mo>
</mrow>
<msub>
<mi>G</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
<mrow class="MJX-TeXAtom-ORD">
<mo stretchy="false">|</mo>
</mrow>
</mrow>
</munderover>
<msup>
<mrow>
<mo>(</mo>
<msubsup>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>j</mi>
</mrow>
</msubsup>
<mo>)</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
</msqrt>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \|w_{g}\|_{2}={\sqrt {\sum _{j=1}^{|G_{g}|}\left(w_{g}^{j}\right)^{2}}}}</annotation>
</semantics>
</math></span></span>
</p><p>This can be viewed as inducing a regularizer over the <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{2}}</annotation>
</semantics>
</math></span><img src="./c6a952cfe42c86b7741f55a817da0e251793a358.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{2}}" loading="lazy"></span> norm over members of each group followed by an <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{1}}</annotation>
</semantics>
</math></span><img src="./0e79dc1b001f8b923df475ed14de023cbc456013.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.637ex; height:2.509ex;" alt="{\displaystyle L_{1}}" loading="lazy"></span> norm over groups.
</p><p>This can be solved by the proximal method, where the proximal operator is a block-wise soft-thresholding function:
</p><p><span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {prox} \limits _{\lambda ,R,g}(w_{g})={\begin{cases}\left(1-{\dfrac {\lambda }{\left\|w_{g}\right\|_{2}}}\right)w_{g},&{\text{if }}\left\|w_{g}\right\|_{2}>\lambda \\[1ex]0,&{\text{if }}\|w_{g}\|_{2}\leq \lambda \end{cases}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>prox</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>λ<!-- λ --></mi>
<mo>,</mo>
<mi>R</mi>
<mo>,</mo>
<mi>g</mi>
</mrow>
</msub>
<mo><!-- --></mo>
<mo stretchy="false">(</mo>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow>
<mo>{</mo>
<mtable columnalign="left left" rowspacing="0.63em 0.2em" columnspacing="1em" displaystyle="false">
<mtr>
<mtd>
<mrow>
<mo>(</mo>
<mrow>
<mn>1</mn>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mfrac>
<mi>λ<!-- λ --></mi>
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mfrac>
</mstyle>
</mrow>
</mrow>
<mo>)</mo>
</mrow>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
<mo>,</mo>
</mtd>
<mtd>
<mrow class="MJX-TeXAtom-ORD">
<mtext>if </mtext>
</mrow>
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
<mo>></mo>
<mi>λ<!-- λ --></mi>
</mtd>
</mtr>
<mtr>
<mtd>
<mn>0</mn>
<mo>,</mo>
</mtd>
<mtd>
<mrow class="MJX-TeXAtom-ORD">
<mtext>if </mtext>
</mrow>
<mo fence="false" stretchy="false">‖<!-- ‖ --></mo>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
<msub>
<mo fence="false" stretchy="false">‖<!-- ‖ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
<mo>≤<!-- ≤ --></mo>
<mi>λ<!-- λ --></mi>
</mtd>
</mtr>
</mtable>
<mo fence="true" stretchy="true" symmetric="true"></mo>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \operatorname {prox} \limits _{\lambda ,R,g}(w_{g})={\begin{cases}\left(1-{\dfrac {\lambda }{\left\|w_{g}\right\|_{2}}}\right)w_{g},&{\text{if }}\left\|w_{g}\right\|_{2}>\lambda \\[1ex]0,&{\text{if }}\|w_{g}\|_{2}\leq \lambda \end{cases}}}</annotation>
</semantics>
</math></span></span>
</p>
<div class="mw-heading mw-heading3"><h3 id="Group_sparsity_with_overlaps">Group sparsity with overlaps</h3></div>
<p>The algorithm described for group sparsity without overlaps can be applied to the case where groups do overlap, in certain situations. This will likely result in some groups with all zero elements, and other groups with some non-zero and some zero elements.
</p><p>If it is desired to preserve the group structure, a new regularizer can be defined:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R(w)=\inf \left\{\sum _{g=1}^{G}\|w_{g}\|_{2}:w=\sum _{g=1}^{G}{\bar {w}}_{g}\right\}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
<mo stretchy="false">(</mo>
<mi>w</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mo movablelimits="true" form="prefix">inf</mo>
<mrow>
<mo>{</mo>
<mrow>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>G</mi>
</mrow>
</munderover>
<mo fence="false" stretchy="false">‖<!-- ‖ --></mo>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
<msub>
<mo fence="false" stretchy="false">‖<!-- ‖ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
<mo>:</mo>
<mi>w</mi>
<mo>=</mo>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>G</mi>
</mrow>
</munderover>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>w</mi>
<mo stretchy="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
</mrow>
<mo>}</mo>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R(w)=\inf \left\{\sum _{g=1}^{G}\|w_{g}\|_{2}:w=\sum _{g=1}^{G}{\bar {w}}_{g}\right\}}</annotation>
</semantics>
</math></span></span>
</p><p>For each <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w_{g}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w_{g}}</annotation>
</semantics>
</math></span><img src="./3e28da8e516d060d7d6cef2ef308b1000a89c806.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:2.686ex; height:2.343ex;" alt="{\displaystyle w_{g}}" loading="lazy"></span>, <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {w}}_{g}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>w</mi>
<mo stretchy="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\bar {w}}_{g}}</annotation>
</semantics>
</math></span><img src="./07167fb8c0903147514bf7a72f2e736eca4cd12e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:2.686ex; height:2.676ex;" alt="{\displaystyle {\bar {w}}_{g}}" loading="lazy"></span> is defined as the vector such that the restriction of <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {w}}_{g}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>w</mi>
<mo stretchy="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\bar {w}}_{g}}</annotation>
</semantics>
</math></span><img src="./07167fb8c0903147514bf7a72f2e736eca4cd12e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:2.686ex; height:2.676ex;" alt="{\displaystyle {\bar {w}}_{g}}" loading="lazy"></span> to the group <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle g}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>g</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle g}</annotation>
</semantics>
</math></span><img src="./d3556280e66fe2c0d0140df20935a6f057381d77.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.116ex; height:2.009ex;" alt="{\displaystyle g}" loading="lazy"></span> equals <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w_{g}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w_{g}}</annotation>
</semantics>
</math></span><img src="./3e28da8e516d060d7d6cef2ef308b1000a89c806.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:2.686ex; height:2.343ex;" alt="{\displaystyle w_{g}}" loading="lazy"></span> and all other entries of <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {w}}_{g}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>w</mi>
<mo stretchy="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>g</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\bar {w}}_{g}}</annotation>
</semantics>
</math></span><img src="./07167fb8c0903147514bf7a72f2e736eca4cd12e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:2.686ex; height:2.676ex;" alt="{\displaystyle {\bar {w}}_{g}}" loading="lazy"></span> are zero. The regularizer finds the optimal disintegration of <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle w}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>w</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle w}</annotation>
</semantics>
</math></span><img src="./88b1e0c8e1be5ebe69d18a8010676fa42d7961e6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.664ex; height:1.676ex;" alt="{\displaystyle w}" loading="lazy"></span> into parts. It can be viewed as duplicating all elements that exist in multiple groups. Learning problems with this regularizer can also be solved with the proximal method with a complication. The proximal operator cannot be computed in closed form, but can be effectively solved iteratively, inducing an inner iteration within the proximal method iteration.
</p>
<div class="mw-heading mw-heading2"><h2 id="Regularizers_for_semi-supervised_learning">Regularizers for semi-supervised learning</h2></div>
<div role="note" class="hatnote navigation-not-searchable">Main article: <a href="Semi-supervised_learning" class="mw-redirect" title="Semi-supervised learning">Semi-supervised learning</a></div>
<p>When labels are more expensive to gather than input examples, semi-supervised learning can be useful. Regularizers have been designed to guide learning algorithms to learn models that respect the structure of unsupervised training samples. If a symmetric weight matrix <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle W}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>W</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle W}</annotation>
</semantics>
</math></span><img src="./54a9c4c547f4d6111f81946cad242b18298d70b7.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.435ex; height:2.176ex;" alt="{\displaystyle W}" loading="lazy"></span> is given, a regularizer can be defined:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R(f)=\sum _{i,j}w_{ij}\left(f(x_{i})-f(x_{j})\right)^{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
<mo stretchy="false">(</mo>
<mi>f</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<munder>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>,</mo>
<mi>j</mi>
</mrow>
</munder>
<msub>
<mi>w</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mi>j</mi>
</mrow>
</msub>
<msup>
<mrow>
<mo>(</mo>
<mrow>
<mi>f</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>−<!-- − --></mo>
<mi>f</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>j</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
</mrow>
<mo>)</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R(f)=\sum _{i,j}w_{ij}\left(f(x_{i})-f(x_{j})\right)^{2}}</annotation>
</semantics>
</math></span></span>
</p><p>If <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle W_{ij}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>W</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mi>j</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle W_{ij}}</annotation>
</semantics>
</math></span><img src="./29c09e9d719bb634d8ca5a6172b0562b945bf325.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:3.671ex; height:2.843ex;" alt="{\displaystyle W_{ij}}" loading="lazy"></span> encodes the result of some distance metric for points <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{i}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x_{i}}</annotation>
</semantics>
</math></span><img src="./e87000dd6142b81d041896a30fe58f0c3acb2158.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.129ex; height:2.009ex;" alt="{\displaystyle x_{i}}" loading="lazy"></span> and <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{j}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>j</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x_{j}}</annotation>
</semantics>
</math></span><img src="./5db47cb3d2f9496205a17a6856c91c1d3d363ccd.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:2.239ex; height:2.343ex;" alt="{\displaystyle x_{j}}" loading="lazy"></span>, it is desirable that <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x_{i})\approx f(x_{j})}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>f</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>≈<!-- ≈ --></mo>
<mi>f</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>j</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle f(x_{i})\approx f(x_{j})}</annotation>
</semantics>
</math></span><img src="./b4e02bfc3366dd21618d120571b12271ad361c84.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:13.643ex; height:3.009ex;" alt="{\displaystyle f(x_{i})\approx f(x_{j})}" loading="lazy"></span>. This regularizer captures this intuition, and is equivalent to:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R(f)={\bar {f}}^{\mathsf {T}}L{\bar {f}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
<mo stretchy="false">(</mo>
<mi>f</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>f</mi>
<mo stretchy="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>f</mi>
<mo stretchy="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R(f)={\bar {f}}^{\mathsf {T}}L{\bar {f}}}</annotation>
</semantics>
</math></span></span> where <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L=D-W}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>L</mi>
<mo>=</mo>
<mi>D</mi>
<mo>−<!-- − --></mo>
<mi>W</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L=D-W}</annotation>
</semantics>
</math></span><img src="./14ee07ee510ca6515e6668dca08cf5a0de2c2544.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:11.881ex; height:2.343ex;" alt="{\displaystyle L=D-W}" loading="lazy"></span> is the <a href="Laplacian_matrix" title="Laplacian matrix">Laplacian matrix</a> of the graph induced by <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle W}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>W</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle W}</annotation>
</semantics>
</math></span><img src="./54a9c4c547f4d6111f81946cad242b18298d70b7.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.435ex; height:2.176ex;" alt="{\displaystyle W}" loading="lazy"></span>.
</p><p>The optimization problem <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min _{f\in \mathbb {R} ^{m}}R(f),m=u+l}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<munder>
<mo movablelimits="true" form="prefix">min</mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>f</mi>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msup>
</mrow>
</munder>
<mi>R</mi>
<mo stretchy="false">(</mo>
<mi>f</mi>
<mo stretchy="false">)</mo>
<mo>,</mo>
<mi>m</mi>
<mo>=</mo>
<mi>u</mi>
<mo>+</mo>
<mi>l</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \min _{f\in \mathbb {R} ^{m}}R(f),m=u+l}</annotation>
</semantics>
</math></span><img src="./a64f689da30e245b8bad2f51ba3a4bf191efab4e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:20.798ex; height:4.343ex;" alt="{\displaystyle \min _{f\in \mathbb {R} ^{m}}R(f),m=u+l}" loading="lazy"></span> can be solved analytically if the constraint <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x_{i})=y_{i}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>f</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>=</mo>
<msub>
<mi>y</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle f(x_{i})=y_{i}}</annotation>
</semantics>
</math></span><img src="./20ade1442f5d991818460d0ecdd4f7b053cbd91c.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.255ex; height:2.843ex;" alt="{\displaystyle f(x_{i})=y_{i}}" loading="lazy"></span> is applied for all supervised samples. The labeled part of the vector <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>f</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle f}</annotation>
</semantics>
</math></span><img src="./132e57acb643253e7810ee9702d9581f159a1c61.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}" loading="lazy"></span> is therefore obvious. The unlabeled part of <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>f</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle f}</annotation>
</semantics>
</math></span><img src="./132e57acb643253e7810ee9702d9581f159a1c61.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}" loading="lazy"></span> is solved for by:
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min _{f_{u}\in \mathbb {R} ^{u}}f^{\mathsf {T}}Lf=\min _{f_{u}\in \mathbb {R} ^{u}}\left\{f_{u}^{\mathsf {T}}L_{uu}f_{u}+f_{l}^{\mathsf {T}}L_{lu}f_{u}+f_{u}^{\mathsf {T}}L_{ul}f_{l}\right\}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<munder>
<mo movablelimits="true" form="prefix">min</mo>
<mrow class="MJX-TeXAtom-ORD">
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
</mrow>
</msub>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
</mrow>
</msup>
</mrow>
</munder>
<msup>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mi>L</mi>
<mi>f</mi>
<mo>=</mo>
<munder>
<mo movablelimits="true" form="prefix">min</mo>
<mrow class="MJX-TeXAtom-ORD">
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
</mrow>
</msub>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
</mrow>
</msup>
</mrow>
</munder>
<mrow>
<mo>{</mo>
<mrow>
<msubsup>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msubsup>
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
<mi>u</mi>
</mrow>
</msub>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
</mrow>
</msub>
<mo>+</mo>
<msubsup>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>l</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msubsup>
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>l</mi>
<mi>u</mi>
</mrow>
</msub>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
</mrow>
</msub>
<mo>+</mo>
<msubsup>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msubsup>
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
<mi>l</mi>
</mrow>
</msub>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>l</mi>
</mrow>
</msub>
</mrow>
<mo>}</mo>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \min _{f_{u}\in \mathbb {R} ^{u}}f^{\mathsf {T}}Lf=\min _{f_{u}\in \mathbb {R} ^{u}}\left\{f_{u}^{\mathsf {T}}L_{uu}f_{u}+f_{l}^{\mathsf {T}}L_{lu}f_{u}+f_{u}^{\mathsf {T}}L_{ul}f_{l}\right\}}</annotation>
</semantics>
</math></span></span>
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nabla _{f_{u}}=2L_{uu}f_{u}+2L_{ul}Y}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi mathvariant="normal">∇<!-- ∇ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
</mrow>
</msub>
</mrow>
</msub>
<mo>=</mo>
<mn>2</mn>
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
<mi>u</mi>
</mrow>
</msub>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
</mrow>
</msub>
<mo>+</mo>
<mn>2</mn>
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
<mi>l</mi>
</mrow>
</msub>
<mi>Y</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \nabla _{f_{u}}=2L_{uu}f_{u}+2L_{ul}Y}</annotation>
</semantics>
</math></span></span>
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f_{u}=L_{uu}^{\dagger }\left(L_{ul}Y\right)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
</mrow>
</msub>
<mo>=</mo>
<msubsup>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
<mi>u</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mo>†<!-- † --></mo>
</mrow>
</msubsup>
<mrow>
<mo>(</mo>
<mrow>
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
<mi>l</mi>
</mrow>
</msub>
<mi>Y</mi>
</mrow>
<mo>)</mo>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle f_{u}=L_{uu}^{\dagger }\left(L_{ul}Y\right)}</annotation>
</semantics>
</math></span></span>
The pseudo-inverse can be taken because <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{ul}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
<mi>l</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{ul}}</annotation>
</semantics>
</math></span><img src="./de9f0f868a225b3d179c9d7687a693c7488cb787.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.246ex; height:2.509ex;" alt="{\displaystyle L_{ul}}" loading="lazy"></span> has the same range as <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{uu}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>L</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>u</mi>
<mi>u</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle L_{uu}}</annotation>
</semantics>
</math></span><img src="./8b8c142b8f58dbd2bd5dc50136f33cf446df5c19.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.696ex; height:2.509ex;" alt="{\displaystyle L_{uu}}" loading="lazy"></span>.
</p>
<div class="mw-heading mw-heading2"><h2 id="Regularizers_for_multitask_learning">Regularizers for multitask learning</h2></div>
<div role="note" class="hatnote navigation-not-searchable">Main article: <a href="Multi-task_learning" title="Multi-task learning">Multi-task learning</a></div><p>In the case of multitask learning, <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>T</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle T}</annotation>
</semantics>
</math></span><img src="./ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}" loading="lazy"></span> problems are considered simultaneously, each related in some way. The goal is to learn <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>T</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle T}</annotation>
</semantics>
</math></span><img src="./ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}" loading="lazy"></span> functions, ideally borrowing strength from the relatedness of tasks, that have predictive power. This is equivalent to learning the matrix <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle W:T\times D}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>W</mi>
<mo>:</mo>
<mi>T</mi>
<mo>×<!-- × --></mo>
<mi>D</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle W:T\times D}</annotation>
</semantics>
</math></span><img src="./edf8322cb32156be2fe4daec37105dbe1a1cb1d3.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:10.773ex; height:2.176ex;" alt="{\displaystyle W:T\times D}" loading="lazy"></span> .
</p><div class="mw-heading mw-heading3"><h3 id="Sparse_regularizer_on_columns">Sparse regularizer on columns</h3></div>
<p><span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R(w)=\sum _{i=1}^{D}\left\|W\right\|_{2,1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
<mo stretchy="false">(</mo>
<mi>w</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>D</mi>
</mrow>
</munderover>
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mi>W</mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
<mo>,</mo>
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R(w)=\sum _{i=1}^{D}\left\|W\right\|_{2,1}}</annotation>
</semantics>
</math></span></span>
</p><p>This regularizer defines an L2 norm on each column and an L1 norm over all columns. It can be solved by proximal methods.
</p>
<div class="mw-heading mw-heading3"><h3 id="Nuclear_norm_regularization">Nuclear norm regularization</h3></div>
<p><span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R(w)=\left\|\sigma (W)\right\|_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
<mo stretchy="false">(</mo>
<mi>w</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi>σ<!-- σ --></mi>
<mo stretchy="false">(</mo>
<mi>W</mi>
<mo stretchy="false">)</mo>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R(w)=\left\|\sigma (W)\right\|_{1}}</annotation>
</semantics>
</math></span></span> where <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma (W)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>σ<!-- σ --></mi>
<mo stretchy="false">(</mo>
<mi>W</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \sigma (W)}</annotation>
</semantics>
</math></span><img src="./f89efda565839c985b5320de98bd98b88c1cfd90.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.574ex; height:2.843ex;" alt="{\displaystyle \sigma (W)}" loading="lazy"></span> is the <a href="Eigenvalues_and_eigenvectors" title="Eigenvalues and eigenvectors">eigenvalues</a> in the <a href="Singular_value_decomposition" title="Singular value decomposition">singular value decomposition</a> of <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle W}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>W</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle W}</annotation>
</semantics>
</math></span><img src="./54a9c4c547f4d6111f81946cad242b18298d70b7.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.435ex; height:2.176ex;" alt="{\displaystyle W}" loading="lazy"></span>.
</p>
<div class="mw-heading mw-heading3"><h3 id="Mean-constrained_regularization">Mean-constrained regularization</h3></div>
<p><span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R(f_{1}\cdots f_{T})=\sum _{t=1}^{T}\left\|f_{t}-{\frac {1}{T}}\sum _{s=1}^{T}f_{s}\right\|_{H_{k}}^{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
<mo>⋯<!-- ⋯ --></mo>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>=</mo>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>t</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
</mrow>
</munderover>
<msubsup>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>t</mi>
</mrow>
</msub>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mn>1</mn>
<mi>T</mi>
</mfrac>
</mrow>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>s</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
</mrow>
</munderover>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>s</mi>
</mrow>
</msub>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<msub>
<mi>H</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msubsup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R(f_{1}\cdots f_{T})=\sum _{t=1}^{T}\left\|f_{t}-{\frac {1}{T}}\sum _{s=1}^{T}f_{s}\right\|_{H_{k}}^{2}}</annotation>
</semantics>
</math></span></span>
</p><p>This regularizer constrains the functions learned for each task to be similar to the overall average of the functions across all tasks. This is useful for expressing prior information that each task is expected to share with each other task. An example is predicting blood iron levels measured at different times of the day, where each task represents an individual.
</p>
<div class="mw-heading mw-heading3"><h3 id="Clustered_mean-constrained_regularization">Clustered mean-constrained regularization</h3></div>
<p><span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R(f_{1}\cdots f_{T})=\sum _{r=1}^{C}\sum _{t\in I(r)}\left\|f_{t}-{\frac {1}{I(r)}}\sum _{s\in I(r)}f_{s}\right\|_{H_{k}}^{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
<mo>⋯<!-- ⋯ --></mo>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>=</mo>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>r</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>C</mi>
</mrow>
</munderover>
<munder>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>t</mi>
<mo>∈<!-- ∈ --></mo>
<mi>I</mi>
<mo stretchy="false">(</mo>
<mi>r</mi>
<mo stretchy="false">)</mo>
</mrow>
</munder>
<msubsup>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>t</mi>
</mrow>
</msub>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mn>1</mn>
<mrow>
<mi>I</mi>
<mo stretchy="false">(</mo>
<mi>r</mi>
<mo stretchy="false">)</mo>
</mrow>
</mfrac>
</mrow>
<munder>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>s</mi>
<mo>∈<!-- ∈ --></mo>
<mi>I</mi>
<mo stretchy="false">(</mo>
<mi>r</mi>
<mo stretchy="false">)</mo>
</mrow>
</munder>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>s</mi>
</mrow>
</msub>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<msub>
<mi>H</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msubsup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R(f_{1}\cdots f_{T})=\sum _{r=1}^{C}\sum _{t\in I(r)}\left\|f_{t}-{\frac {1}{I(r)}}\sum _{s\in I(r)}f_{s}\right\|_{H_{k}}^{2}}</annotation>
</semantics>
</math></span></span> where <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle I(r)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>I</mi>
<mo stretchy="false">(</mo>
<mi>r</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle I(r)}</annotation>
</semantics>
</math></span><img src="./43eabce3279a8b35ce65904e1bc775fb78e931f5.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.03ex; height:2.843ex;" alt="{\displaystyle I(r)}" loading="lazy"></span> is a cluster of tasks.
</p><p>This regularizer is similar to the mean-constrained regularizer, but instead enforces similarity between tasks within the same cluster. This can capture more complex prior information. This technique has been used to predict <a href="Netflix" title="Netflix">Netflix</a> recommendations. A cluster would correspond to a group of people who share similar preferences.
</p>
<div class="mw-heading mw-heading3"><h3 id="Graph-based_similarity">Graph-based similarity</h3></div>
<p>More generally than above, similarity between tasks can be defined by a function. The regularizer encourages the model to learn similar functions for similar tasks.
<span class="mwe-math-element mwe-math-element-block"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R(f_{1}\cdots f_{T})=\sum _{t,s=1,t\neq s}^{\mathsf {T}}\left\|f_{t}-f_{s}\right\|^{2}M_{ts}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>R</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
<mo>⋯<!-- ⋯ --></mo>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>=</mo>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>t</mi>
<mo>,</mo>
<mi>s</mi>
<mo>=</mo>
<mn>1</mn>
<mo>,</mo>
<mi>t</mi>
<mo>≠<!-- ≠ --></mo>
<mi>s</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</munderover>
<msup>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>t</mi>
</mrow>
</msub>
<mo>−<!-- − --></mo>
<msub>
<mi>f</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>s</mi>
</mrow>
</msub>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
<msub>
<mi>M</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>t</mi>
<mi>s</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R(f_{1}\cdots f_{T})=\sum _{t,s=1,t\neq s}^{\mathsf {T}}\left\|f_{t}-f_{s}\right\|^{2}M_{ts}}</annotation>
</semantics>
</math></span></span> for a given symmetric <a href="Similarity_matrix" class="mw-redirect" title="Similarity matrix">similarity matrix</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle M}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>M</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle M}</annotation>
</semantics>
</math></span><img src="./f82cade9898ced02fdd08712e5f0c0151758a0dd.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.442ex; height:2.176ex;" alt="{\displaystyle M}" loading="lazy"></span>.
</p>
<div class="mw-heading mw-heading2"><h2 id="Other_uses_of_regularization_in_statistics_and_machine_learning">Other uses of regularization in statistics and machine learning</h2></div>
<p><a href="Bayesian_model_comparison" class="mw-redirect" title="Bayesian model comparison">Bayesian learning</a> methods make use of a <a href="Prior_probability" title="Prior probability">prior probability</a> that (usually) gives lower probability to more complex models. Well-known model selection techniques include the <a href="Akaike_information_criterion" title="Akaike information criterion">Akaike information criterion</a> (AIC), <a href="Minimum_description_length" title="Minimum description length">minimum description length</a> (MDL), and the <a href="Bayesian_information_criterion" title="Bayesian information criterion">Bayesian information criterion</a> (BIC). Alternative methods of controlling overfitting not involving regularization include <a href="Cross-validation_(statistics)" title="Cross-validation (statistics)">cross-validation</a>.
</p><p>Examples of applications of different methods of regularization to the <a href="Linear_model" title="Linear model">linear model</a> are:
</p>
<table class="wikitable sortable">
<tbody><tr>
<th>Model</th>
<th>Fit measure</th>
<th>Entropy measure<sup id="cite_ref-:0_5-1" class="reference"><a href="#cite_note-:0-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-8" class="reference"><a href="#cite_note-8"><span class="cite-bracket">[</span>8<span class="cite-bracket">]</span></a></sup>
</th></tr>
<tr>
<td><a href="Akaike_information_criterion" title="Akaike information criterion">AIC</a>/<a href="Bayesian_information_criterion" title="Bayesian information criterion">BIC</a></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|Y-X\beta \right\|_{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi>Y</mi>
<mo>−<!-- − --></mo>
<mi>X</mi>
<mi>β<!-- β --></mi>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|Y-X\beta \right\|_{2}}</annotation>
</semantics>
</math></span><img src="./b39c6f2046cf31aeb910742324180509ec20cd91.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:11.305ex; height:3.009ex;" alt="{\displaystyle \left\|Y-X\beta \right\|_{2}}" loading="lazy"></span></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|\beta \right\|_{0}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mi>β<!-- β --></mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>0</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|\beta \right\|_{0}}</annotation>
</semantics>
</math></span><img src="./78ced2975d43b72c284acff5541c72285eb35c4d.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:4.711ex; height:3.009ex;" alt="{\displaystyle \left\|\beta \right\|_{0}}" loading="lazy"></span>
</td></tr>
<tr>
<td><a href="Lasso_(statistics)" title="Lasso (statistics)">Lasso</a><sup id="cite_ref-9" class="reference"><a href="#cite_note-9"><span class="cite-bracket">[</span>9<span class="cite-bracket">]</span></a></sup>
</td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|Y-X\beta \right\|_{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi>Y</mi>
<mo>−<!-- − --></mo>
<mi>X</mi>
<mi>β<!-- β --></mi>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|Y-X\beta \right\|_{2}}</annotation>
</semantics>
</math></span><img src="./b39c6f2046cf31aeb910742324180509ec20cd91.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:11.305ex; height:3.009ex;" alt="{\displaystyle \left\|Y-X\beta \right\|_{2}}" loading="lazy"></span></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|\beta \right\|_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mi>β<!-- β --></mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|\beta \right\|_{1}}</annotation>
</semantics>
</math></span><img src="./a2764243df455528c7d6a3bc5ed74b5db7a03048.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:4.711ex; height:3.009ex;" alt="{\displaystyle \left\|\beta \right\|_{1}}" loading="lazy"></span>
</td></tr>
<tr>
<td><a href="Ridge_regression" title="Ridge regression">Ridge regression</a><sup id="cite_ref-ridge_10-0" class="reference"><a href="#cite_note-ridge-10"><span class="cite-bracket">[</span>10<span class="cite-bracket">]</span></a></sup></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|Y-X\beta \right\|_{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi>Y</mi>
<mo>−<!-- − --></mo>
<mi>X</mi>
<mi>β<!-- β --></mi>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|Y-X\beta \right\|_{2}}</annotation>
</semantics>
</math></span><img src="./b39c6f2046cf31aeb910742324180509ec20cd91.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:11.305ex; height:3.009ex;" alt="{\displaystyle \left\|Y-X\beta \right\|_{2}}" loading="lazy"></span></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|\beta \right\|_{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mi>β<!-- β --></mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|\beta \right\|_{2}}</annotation>
</semantics>
</math></span><img src="./8720b0754f715ac28c8a0f674a89bcef3cb4ab6d.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:4.711ex; height:3.009ex;" alt="{\displaystyle \left\|\beta \right\|_{2}}" loading="lazy"></span>
</td></tr>
<tr>
<td><a href="Basis_pursuit_denoising" title="Basis pursuit denoising">Basis pursuit denoising</a></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|Y-X\beta \right\|_{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi>Y</mi>
<mo>−<!-- − --></mo>
<mi>X</mi>
<mi>β<!-- β --></mi>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|Y-X\beta \right\|_{2}}</annotation>
</semantics>
</math></span><img src="./b39c6f2046cf31aeb910742324180509ec20cd91.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:11.305ex; height:3.009ex;" alt="{\displaystyle \left\|Y-X\beta \right\|_{2}}" loading="lazy"></span></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda \left\|\beta \right\|_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>λ<!-- λ --></mi>
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mi>β<!-- β --></mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \lambda \left\|\beta \right\|_{1}}</annotation>
</semantics>
</math></span><img src="./a7cedcbcb5706a36edaff8660a044d66305c4946.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:6.066ex; height:3.009ex;" alt="{\displaystyle \lambda \left\|\beta \right\|_{1}}" loading="lazy"></span>
</td></tr>
<tr>
<td>Rudin–Osher–Fatemi model (TV)</td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|Y-X\beta \right\|_{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi>Y</mi>
<mo>−<!-- − --></mo>
<mi>X</mi>
<mi>β<!-- β --></mi>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|Y-X\beta \right\|_{2}}</annotation>
</semantics>
</math></span><img src="./b39c6f2046cf31aeb910742324180509ec20cd91.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:11.305ex; height:3.009ex;" alt="{\displaystyle \left\|Y-X\beta \right\|_{2}}" loading="lazy"></span></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda \left\|\nabla \beta \right\|_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>λ<!-- λ --></mi>
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi mathvariant="normal">∇<!-- ∇ --></mi>
<mi>β<!-- β --></mi>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \lambda \left\|\nabla \beta \right\|_{1}}</annotation>
</semantics>
</math></span><img src="./bcd34be35f7cb17470b1a7d7e8452a460ba3075f.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:8.002ex; height:3.009ex;" alt="{\displaystyle \lambda \left\|\nabla \beta \right\|_{1}}" loading="lazy"></span>
</td></tr>
<tr>
<td><a href="Potts_model" title="Potts model">Potts model</a></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|Y-X\beta \right\|_{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi>Y</mi>
<mo>−<!-- − --></mo>
<mi>X</mi>
<mi>β<!-- β --></mi>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|Y-X\beta \right\|_{2}}</annotation>
</semantics>
</math></span><img src="./b39c6f2046cf31aeb910742324180509ec20cd91.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:11.305ex; height:3.009ex;" alt="{\displaystyle \left\|Y-X\beta \right\|_{2}}" loading="lazy"></span></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda \left\|\nabla \beta \right\|_{0}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>λ<!-- λ --></mi>
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi mathvariant="normal">∇<!-- ∇ --></mi>
<mi>β<!-- β --></mi>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>0</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \lambda \left\|\nabla \beta \right\|_{0}}</annotation>
</semantics>
</math></span><img src="./daa6cd43ea728533b40bda953107cbd154f61fa8.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:8.002ex; height:3.009ex;" alt="{\displaystyle \lambda \left\|\nabla \beta \right\|_{0}}" loading="lazy"></span>
</td></tr>
<tr>
<td>RLAD<sup id="cite_ref-11" class="reference"><a href="#cite_note-11"><span class="cite-bracket">[</span>11<span class="cite-bracket">]</span></a></sup>
</td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|Y-X\beta \right\|_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<mi>Y</mi>
<mo>−<!-- − --></mo>
<mi>X</mi>
<mi>β<!-- β --></mi>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|Y-X\beta \right\|_{1}}</annotation>
</semantics>
</math></span><img src="./1ee70963c9118307e927548378b2f156ee913946.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:11.305ex; height:3.009ex;" alt="{\displaystyle \left\|Y-X\beta \right\|_{1}}" loading="lazy"></span></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|\beta \right\|_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mi>β<!-- β --></mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|\beta \right\|_{1}}</annotation>
</semantics>
</math></span><img src="./a2764243df455528c7d6a3bc5ed74b5db7a03048.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:4.711ex; height:3.009ex;" alt="{\displaystyle \left\|\beta \right\|_{1}}" loading="lazy"></span>
</td></tr>
<tr>
<td>Dantzig Selector<sup id="cite_ref-12" class="reference"><a href="#cite_note-12"><span class="cite-bracket">[</span>12<span class="cite-bracket">]</span></a></sup>
</td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|X^{\mathsf {T}}(Y-X\beta )\right\|_{\infty }}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mrow>
<msup>
<mi>X</mi>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="sans-serif">T</mi>
</mrow>
</mrow>
</msup>
<mo stretchy="false">(</mo>
<mi>Y</mi>
<mo>−<!-- − --></mo>
<mi>X</mi>
<mi>β<!-- β --></mi>
<mo stretchy="false">)</mo>
</mrow>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="normal">∞<!-- ∞ --></mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|X^{\mathsf {T}}(Y-X\beta )\right\|_{\infty }}</annotation>
</semantics>
</math></span><img src="./fde7e85fcc315f9b132818fad53c703971072329.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:17.284ex; height:3.676ex;" alt="{\displaystyle \left\|X^{\mathsf {T}}(Y-X\beta )\right\|_{\infty }}" loading="lazy"></span></td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|\beta \right\|_{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow>
<mo symmetric="true">‖</mo>
<mi>β<!-- β --></mi>
<mo symmetric="true">‖</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left\|\beta \right\|_{1}}</annotation>
</semantics>
</math></span><img src="./a2764243df455528c7d6a3bc5ed74b5db7a03048.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:4.711ex; height:3.009ex;" alt="{\displaystyle \left\|\beta \right\|_{1}}" loading="lazy"></span>
</td></tr>
<tr>
<td>SLOPE<sup id="cite_ref-13" class="reference"><a href="#cite_note-13"><span class="cite-bracket">[</span>13<span class="cite-bracket">]</span></a></sup>
</td>
<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\|Y-X\beta \right\|_{2}}">
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<td><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum _{i=1}^{p}\lambda _{i}\left|\beta \right|_{(i)}}">
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</td></tr></tbody></table>
<div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2></div>
<ul><li><a href="Bayesian_interpretation_of_regularization" class="mw-redirect" title="Bayesian interpretation of regularization">Bayesian interpretation of regularization</a></li>
<li><a href="Bias%E2%80%93variance_tradeoff" title="Bias–variance tradeoff">Bias–variance tradeoff</a></li>
<li><a href="Matrix_regularization" title="Matrix regularization">Matrix regularization</a></li>
<li><a href="Regularization_by_spectral_filtering" title="Regularization by spectral filtering">Regularization by spectral filtering</a></li>
<li><a href="Regularized_least_squares" title="Regularized least squares">Regularized least squares</a></li>
<li><a href="Lagrange_multiplier" title="Lagrange multiplier">Lagrange multiplier</a></li>
<li><a href="Variance_reduction" title="Variance reduction">Variance reduction</a></li>
<li><a href="L-curve" title="L-curve">L-curve</a></li></ul>
<div class="mw-heading mw-heading2"><h2 id="Notes">Notes</h2></div>
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</style><div id="Artificial_intelligence_(AI)426" style="font-size:114%;margin:0 4em"><a href="Artificial_intelligence" title="Artificial intelligence">Artificial intelligence</a> (AI)</div></th></tr><tr><td class="navbox-abovebelow" colspan="2"><div>
<ul><li><a href="History_of_artificial_intelligence" title="History of artificial intelligence">History</a>
<ul><li><a href="Timeline_of_artificial_intelligence" title="Timeline of artificial intelligence">timeline</a></li></ul></li>
<li><a href="List_of_artificial_intelligence_companies" title="List of artificial intelligence companies">Companies</a></li>
<li><a href="List_of_artificial_intelligence_projects" title="List of artificial intelligence projects">Projects</a></li></ul>
</div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Concepts</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em">
<ul><li><a href="Parameter" title="Parameter">Parameter</a>
<ul><li><a href="Hyperparameter_(machine_learning)" title="Hyperparameter (machine learning)">Hyperparameter</a></li></ul></li>
<li><a href="Loss_functions_for_classification" title="Loss functions for classification">Loss functions</a></li>
<li><a href="Regression_analysis" title="Regression analysis">Regression</a>
<ul><li><a href="Bias%E2%80%93variance_tradeoff" title="Bias–variance tradeoff">Bias–variance tradeoff</a></li>
<li><a href="Double_descent" title="Double descent">Double descent</a></li>
<li><a href="Overfitting" title="Overfitting">Overfitting</a></li></ul></li>
<li><a href="Cluster_analysis" title="Cluster analysis">Clustering</a></li>
<li><a href="Gradient_descent" title="Gradient descent">Gradient descent</a>
<ul><li><a href="Stochastic_gradient_descent" title="Stochastic gradient descent">SGD</a></li>
<li><a href="Quasi-Newton_method" title="Quasi-Newton method">Quasi-Newton method</a></li>
<li><a href="Conjugate_gradient_method" title="Conjugate gradient method">Conjugate gradient method</a></li></ul></li>
<li><a href="Backpropagation" title="Backpropagation">Backpropagation</a></li>
<li><a href="Attention_(machine_learning)" title="Attention (machine learning)">Attention</a></li>
<li><a href="Convolution" title="Convolution">Convolution</a></li>
<li><a href="Normalization_(machine_learning)" title="Normalization (machine learning)">Normalization</a>
<ul><li><a href="Batch_normalization" title="Batch normalization">Batchnorm</a></li></ul></li>
<li><a href="Activation_function" title="Activation function">Activation</a>
<ul><li><a href="Softmax_function" title="Softmax function">Softmax</a></li>
<li><a href="Sigmoid_function" title="Sigmoid function">Sigmoid</a></li>
<li><a href="Rectifier_(neural_networks)" title="Rectifier (neural networks)">Rectifier</a></li></ul></li>
<li><a href="Gating_mechanism" title="Gating mechanism">Gating</a></li>
<li><a href="Weight_initialization" title="Weight initialization">Weight initialization</a></li>
<li><a href="Training%2C_validation%2C_and_test_data_sets" title="Training, validation, and test data sets">Datasets</a>
<ul><li><a href="Data_augmentation" title="Data augmentation">Augmentation</a></li></ul></li>
<li><a href="Prompt_engineering" title="Prompt engineering">Prompt engineering</a></li>
<li><a href="Reinforcement_learning" title="Reinforcement learning">Reinforcement learning</a>
<ul><li><a href="Q-learning" title="Q-learning">Q-learning</a></li>
<li><a href="State%E2%80%93action%E2%80%93reward%E2%80%93state%E2%80%93action" title="State–action–reward–state–action">SARSA</a></li>
<li><a href="Imitation_learning" title="Imitation learning">Imitation</a></li>
<li><a href="Policy_gradient_method" title="Policy gradient method">Policy gradient</a></li></ul></li>
<li><a href="Diffusion_process" title="Diffusion process">Diffusion</a></li>
<li><a href="Latent_diffusion_model" title="Latent diffusion model">Latent diffusion model</a></li>
<li><a href="Autoregressive_model" title="Autoregressive model">Autoregression</a></li>
<li><a href="Adversarial_machine_learning" title="Adversarial machine learning">Adversary</a></li>
<li><a href="Retrieval-augmented_generation" title="Retrieval-augmented generation">RAG</a></li>
<li><a href="Uncanny_valley" title="Uncanny valley">Uncanny valley</a></li>
<li><a href="Reinforcement_learning_from_human_feedback" title="Reinforcement learning from human feedback">RLHF</a></li>
<li><a href="Self-supervised_learning" title="Self-supervised learning">Self-supervised learning</a></li>
<li><a href="Reflection_(artificial_intelligence)" class="mw-redirect" title="Reflection (artificial intelligence)">Reflection</a></li>
<li><a href="Recursive_self-improvement" title="Recursive self-improvement">Recursive self-improvement</a></li>
<li><a href="Hallucination_(artificial_intelligence)" title="Hallucination (artificial intelligence)">Hallucination</a></li>
<li><a href="Word_embedding" title="Word embedding">Word embedding</a></li>
<li><a href="Vibe_coding" title="Vibe coding">Vibe coding</a></li></ul>
</div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Applications</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em">
<ul><li><a href="Machine_learning" title="Machine learning">Machine learning</a>
<ul><li><a href="Prompt_engineering#In-context_learning" title="Prompt engineering">In-context learning</a></li></ul></li>
<li><a href="Neural_network_(machine_learning)" title="Neural network (machine learning)">Artificial neural network</a>
<ul><li><a href="Deep_learning" title="Deep learning">Deep learning</a></li></ul></li>
<li><a href="Language_model" title="Language model">Language model</a>
<ul><li><a href="Large_language_model" title="Large language model">Large language model</a></li>
<li><a href="Neural_machine_translation" title="Neural machine translation">NMT</a></li></ul></li>
<li><a href="Reasoning_language_model" title="Reasoning language model">Reasoning language model</a></li>
<li><a href="Model_Context_Protocol" title="Model Context Protocol">Model Context Protocol</a></li>
<li><a href="Intelligent_agent" title="Intelligent agent">Intelligent agent</a></li>
<li><a href="Artificial_human_companion" title="Artificial human companion">Artificial human companion</a></li>
<li><a href="Humanity's_Last_Exam" title="Humanity's Last Exam">Humanity's Last Exam</a></li>
<li><a href="Artificial_general_intelligence" title="Artificial general intelligence">Artificial general intelligence (AGI)</a></li></ul>
</div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Implementations</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">Audio–visual</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em">
<ul><li><a href="AlexNet" title="AlexNet">AlexNet</a></li>
<li><a href="WaveNet" title="WaveNet">WaveNet</a></li>
<li><a href="Human_image_synthesis" title="Human image synthesis">Human image synthesis</a></li>
<li><a href="Handwriting_recognition" title="Handwriting recognition">HWR</a></li>
<li><a href="Optical_character_recognition" title="Optical character recognition">OCR</a></li>
<li><a href="Computer_vision" title="Computer vision">Computer vision</a></li>
<li><a href="Deep_learning_speech_synthesis" title="Deep learning speech synthesis">Speech synthesis</a>
<ul><li><a href="15.ai" title="15.ai">15.ai</a></li>
<li><a href="ElevenLabs" title="ElevenLabs">ElevenLabs</a></li></ul></li>
<li><a href="Speech_recognition" title="Speech recognition">Speech recognition</a>
<ul><li><a href="Whisper_(speech_recognition_system)" title="Whisper (speech recognition system)">Whisper</a></li></ul></li>
<li><a href="Facial_recognition_system" title="Facial recognition system">Facial recognition</a></li>
<li><a href="AlphaFold" title="AlphaFold">AlphaFold</a></li>
<li><a href="Text-to-image_model" title="Text-to-image model">Text-to-image models</a>
<ul><li><a href="Aurora_(text-to-image_model)" class="mw-redirect" title="Aurora (text-to-image model)">Aurora</a></li>
<li><a href="DALL-E" title="DALL-E">DALL-E</a></li>
<li><a href="Adobe_Firefly" title="Adobe Firefly">Firefly</a></li>
<li><a href="Flux_(text-to-image_model)" title="Flux (text-to-image model)">Flux</a></li>
<li><a href="Ideogram_(text-to-image_model)" title="Ideogram (text-to-image model)">Ideogram</a></li>
<li><a href="Imagen_(text-to-image_model)" title="Imagen (text-to-image model)">Imagen</a></li>
<li><a href="Midjourney" title="Midjourney">Midjourney</a></li>
<li><a href="Recraft" title="Recraft">Recraft</a></li>
<li><a href="Stable_Diffusion" title="Stable Diffusion">Stable Diffusion</a></li></ul></li>
<li><a href="Text-to-video_model" title="Text-to-video model">Text-to-video models</a>
<ul><li><a href="Dream_Machine_(text-to-video_model)" title="Dream Machine (text-to-video model)">Dream Machine</a></li>
<li><a href="Runway_(company)#Services_and_technologies" title="Runway (company)">Runway Gen</a></li>
<li><a href="MiniMax_(company)#Hailuo_AI" title="MiniMax (company)">Hailuo AI</a></li>
<li><a href="Kling_(text-to-video_model)" class="mw-redirect" title="Kling (text-to-video model)">Kling</a></li>
<li><a href="Sora_(text-to-video_model)" title="Sora (text-to-video model)">Sora</a></li>
<li><a href="Veo_(text-to-video_model)" title="Veo (text-to-video model)">Veo</a></li></ul></li>
<li><a href="Music_and_artificial_intelligence" title="Music and artificial intelligence">Music generation</a>
<ul><li><a href="Riffusion" title="Riffusion">Riffusion</a></li>
<li><a href="Suno_AI" title="Suno AI">Suno AI</a></li>
<li><a href="Udio" title="Udio">Udio</a></li></ul></li></ul>
</div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Text</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em">
<ul><li><a href="Word2vec" title="Word2vec">Word2vec</a></li>
<li><a href="Seq2seq" title="Seq2seq">Seq2seq</a></li>
<li><a href="GloVe" title="GloVe">GloVe</a></li>
<li><a href="BERT_(language_model)" title="BERT (language model)">BERT</a></li>
<li><a href="T5_(language_model)" title="T5 (language model)">T5</a></li>
<li><a href="Llama_(language_model)" title="Llama (language model)">Llama</a></li>
<li><a href="Chinchilla_(language_model)" title="Chinchilla (language model)">Chinchilla AI</a></li>
<li><a href="PaLM" title="PaLM">PaLM</a></li>
<li><a href="Generative_pre-trained_transformer" title="Generative pre-trained transformer">GPT</a>
<ul><li><a href="GPT-1" title="GPT-1">1</a></li>
<li><a href="GPT-2" title="GPT-2">2</a></li>
<li><a href="GPT-3" title="GPT-3">3</a></li>
<li><a href="GPT-J" title="GPT-J">J</a></li>
<li><a href="ChatGPT" title="ChatGPT">ChatGPT</a></li>
<li><a href="GPT-4" title="GPT-4">4</a></li>
<li><a href="GPT-4o" title="GPT-4o">4o</a></li>
<li><a href="OpenAI_o1" title="OpenAI o1">o1</a></li>
<li><a href="OpenAI_o3" title="OpenAI o3">o3</a></li>
<li><a href="GPT-4.5" title="GPT-4.5">4.5</a></li>
<li><a href="GPT-4.1" title="GPT-4.1">4.1</a></li>
<li><a href="OpenAI_o4-mini" title="OpenAI o4-mini">o4-mini</a></li>
<li><a href="GPT-5" title="GPT-5">5</a></li></ul></li>
<li><a href="Claude_(language_model)" title="Claude (language model)">Claude</a></li>
<li><a href="Gemini_(language_model)" title="Gemini (language model)">Gemini</a>
<ul><li><a href="Gemini_(chatbot)" title="Gemini (chatbot)">chatbot</a></li></ul></li>
<li><a href="Grok_(chatbot)" title="Grok (chatbot)">Grok</a></li>
<li><a href="LaMDA" title="LaMDA">LaMDA</a></li>
<li><a href="BLOOM_(language_model)" title="BLOOM (language model)">BLOOM</a></li>
<li><a href="DBRX" title="DBRX">DBRX</a></li>
<li><a href="Project_Debater" title="Project Debater">Project Debater</a></li>
<li><a href="IBM_Watson" title="IBM Watson">IBM Watson</a></li>
<li><a href="IBM_Watsonx" title="IBM Watsonx">IBM Watsonx</a></li>
<li><a href="IBM_Granite" title="IBM Granite">Granite</a></li>
<li><a href="Huawei_PanGu" title="Huawei PanGu">PanGu-Σ</a></li>
<li><a href="DeepSeek_(chatbot)" title="DeepSeek (chatbot)">DeepSeek</a></li>
<li><a href="Qwen" title="Qwen">Qwen</a></li></ul>
</div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Decisional</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em">
<ul><li><a href="AlphaGo" title="AlphaGo">AlphaGo</a></li>
<li><a href="AlphaZero" title="AlphaZero">AlphaZero</a></li>
<li><a href="OpenAI_Five" title="OpenAI Five">OpenAI Five</a></li>
<li><a href="Self-driving_car" title="Self-driving car">Self-driving car</a></li>
<li><a href="MuZero" title="MuZero">MuZero</a></li>
<li><a href="Action_selection" title="Action selection">Action selection</a>
<ul><li><a href="AutoGPT" title="AutoGPT">AutoGPT</a></li></ul></li>
<li><a href="Robot_control" title="Robot control">Robot control</a></li></ul>
</div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">People</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em">
<ul><li><a href="Alan_Turing" title="Alan Turing">Alan Turing</a></li>
<li><a href="Warren_Sturgis_McCulloch" title="Warren Sturgis McCulloch">Warren Sturgis McCulloch</a></li>
<li><a href="Walter_Pitts" title="Walter Pitts">Walter Pitts</a></li>
<li><a href="John_von_Neumann" title="John von Neumann">John von Neumann</a></li>
<li><a href="Claude_Shannon" title="Claude Shannon">Claude Shannon</a></li>
<li><a href="Shun'ichi_Amari" title="Shun'ichi Amari">Shun'ichi Amari</a></li>
<li><a href="Kunihiko_Fukushima" title="Kunihiko Fukushima">Kunihiko Fukushima</a></li>
<li><a href="Takeo_Kanade" title="Takeo Kanade">Takeo Kanade</a></li>
<li><a href="Marvin_Minsky" title="Marvin Minsky">Marvin Minsky</a></li>
<li><a href="John_McCarthy_(computer_scientist)" title="John McCarthy (computer scientist)">John McCarthy</a></li>
<li><a href="Nathaniel_Rochester_(computer_scientist)" title="Nathaniel Rochester (computer scientist)">Nathaniel Rochester</a></li>
<li><a href="Allen_Newell" title="Allen Newell">Allen Newell</a></li>
<li><a href="Cliff_Shaw" title="Cliff Shaw">Cliff Shaw</a></li>
<li><a href="Herbert_A._Simon" title="Herbert A. Simon">Herbert A. Simon</a></li>
<li><a href="Oliver_Selfridge" title="Oliver Selfridge">Oliver Selfridge</a></li>
<li><a href="Frank_Rosenblatt" title="Frank Rosenblatt">Frank Rosenblatt</a></li>
<li><a href="Bernard_Widrow" title="Bernard Widrow">Bernard Widrow</a></li>
<li><a href="Joseph_Weizenbaum" title="Joseph Weizenbaum">Joseph Weizenbaum</a></li>
<li><a href="Seymour_Papert" title="Seymour Papert">Seymour Papert</a></li>
<li><a href="Seppo_Linnainmaa" title="Seppo Linnainmaa">Seppo Linnainmaa</a></li>
<li><a href="Paul_Werbos" title="Paul Werbos">Paul Werbos</a></li>
<li><a href="Geoffrey_Hinton" title="Geoffrey Hinton">Geoffrey Hinton</a></li>
<li><a href="John_Hopfield" title="John Hopfield">John Hopfield</a></li>
<li><a href="J%C3%BCrgen_Schmidhuber" title="Jürgen Schmidhuber">Jürgen Schmidhuber</a></li>
<li><a href="Yann_LeCun" title="Yann LeCun">Yann LeCun</a></li>
<li><a href="Yoshua_Bengio" title="Yoshua Bengio">Yoshua Bengio</a></li>
<li><a href="Lotfi_A._Zadeh" title="Lotfi A. Zadeh">Lotfi A. Zadeh</a></li>
<li><a href="Stephen_Grossberg" title="Stephen Grossberg">Stephen Grossberg</a></li>
<li><a href="Alex_Graves_(computer_scientist)" title="Alex Graves (computer scientist)">Alex Graves</a></li>
<li><a href="James_Goodnight" title="James Goodnight">James Goodnight</a></li>
<li><a href="Andrew_Ng" title="Andrew Ng">Andrew Ng</a></li>
<li><a href="Fei-Fei_Li" title="Fei-Fei Li">Fei-Fei Li</a></li>
<li><a href="Ilya_Sutskever" title="Ilya Sutskever">Ilya Sutskever</a></li>
<li><a href="Alex_Krizhevsky" title="Alex Krizhevsky">Alex Krizhevsky</a></li>
<li><a href="Ian_Goodfellow" title="Ian Goodfellow">Ian Goodfellow</a></li>
<li><a href="Demis_Hassabis" title="Demis Hassabis">Demis Hassabis</a></li>
<li><a href="David_Silver_(computer_scientist)" title="David Silver (computer scientist)">David Silver</a></li>
<li><a href="Andrej_Karpathy" title="Andrej Karpathy">Andrej Karpathy</a></li>
<li><a href="Ashish_Vaswani" title="Ashish Vaswani">Ashish Vaswani</a></li>
<li><a href="Noam_Shazeer" title="Noam Shazeer">Noam Shazeer</a></li>
<li><a href="Aidan_Gomez" title="Aidan Gomez">Aidan Gomez</a></li>
<li><a href="Mustafa_Suleyman" title="Mustafa Suleyman">Mustafa Suleyman</a></li>
<li><a href="Fran%C3%A7ois_Chollet" title="François Chollet">François Chollet</a></li></ul>
</div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Architectures</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em">
<ul><li><a href="Neural_Turing_machine" title="Neural Turing machine">Neural Turing machine</a></li>
<li><a href="Differentiable_neural_computer" title="Differentiable neural computer">Differentiable neural computer</a></li>
<li><a href="Transformer_(deep_learning_architecture)" title="Transformer (deep learning architecture)">Transformer</a>
<ul><li><a href="Vision_transformer" title="Vision transformer">Vision transformer (ViT)</a></li></ul></li>
<li><a href="Recurrent_neural_network" title="Recurrent neural network">Recurrent neural network (RNN)</a></li>
<li><a href="Long_short-term_memory" title="Long short-term memory">Long short-term memory (LSTM)</a></li>
<li><a href="Gated_recurrent_unit" title="Gated recurrent unit">Gated recurrent unit (GRU)</a></li>
<li><a href="Echo_state_network" title="Echo state network">Echo state network</a></li>
<li><a href="Multilayer_perceptron" title="Multilayer perceptron">Multilayer perceptron (MLP)</a></li>
<li><a href="Convolutional_neural_network" title="Convolutional neural network">Convolutional neural network (CNN)</a></li>
<li><a href="Residual_neural_network" title="Residual neural network">Residual neural network (RNN)</a></li>
<li><a href="Highway_network" title="Highway network">Highway network</a></li>
<li><a href="Mamba_(deep_learning_architecture)" title="Mamba (deep learning architecture)">Mamba</a></li>
<li><a href="Autoencoder" title="Autoencoder">Autoencoder</a></li>
<li><a href="Variational_autoencoder" title="Variational autoencoder">Variational autoencoder (VAE)</a></li>
<li><a href="Generative_adversarial_network" title="Generative adversarial network">Generative adversarial network (GAN)</a></li>
<li><a href="Graph_neural_network" title="Graph neural network">Graph neural network (GNN)</a></li></ul>
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