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Regularization

As explained in Causal AI

Regularization is a modeling technique that adds a penalty or constraint to an optimization objective to discourage undesirable parameter values.

Optimization can favor parameter values that fit the objective yet become excessively large. Regularization adds an element to the loss function that steers optimization toward more desirable parameter values. section 2.3.4

L2 regularization adds a term proportional to the sum of squared parameter values. Because squaring amplifies larger values, the penalty discourages excessively large parameter estimates. section 2.3.4

L2-regularized objective

Replace a loss such as negative log-likelihood with negative log-likelihood plus a term proportional to Σθᵢ². Optimization then balances fit against parameter magnitude. section 2.3.4

How Causal AI covers it

How deep it goes
Defines the practice and explains L2’s squared-parameter mechanism, without developing broader regularization methods.
Examples
Uses L2 regularization and the sum of squared parameter values as the concrete implementation example.
What it assumes
Assumes likelihood and loss functions, while defining regularization as an additional loss component.
What you can do after
Build it from scratch by appending a parameter-magnitude penalty to a chosen loss function.
How it connects
Connects regularization to loss functions, maximum likelihood estimation, numerical optimization, parameter estimation, and Bayesian estimation.

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This explainer was generated by Manning's knowledge graph from the text of Causal AI. The section links point to the parts of the book it draws on.