Regularization

本文探讨了机器学习中常见的过拟合问题,并介绍了如何使用正则化技术来解决这一问题。通过调整模型复杂度并引入惩罚项,可以有效避免过拟合,提高模型泛化能力。

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Overview

In Machine learning and statistics, a common task is to fit a model to a set of training data. This model can be used later to make predictions or classify new data points.

When the model fits the training data but does not have a good predicting performance and generalization power, we have an overfitting problem.

Overfitting

[source: Pattern Recognition and Machine Learning, Bishop, P25]

Here we are trying to do a regression on the data points (blue dots). A sine curve (green) is a reasonable fit. But we can fit it to a polynomial, and if we raise the degree of polynomial to arbitrarily high, we can reduce the error close to 0 (by Taylor expansion theorem). As shown here, the red curve is a 9-degree polynomial. Even though its root mean square error is smaller, its complexity makes it a likely result of overfitting. 

Overfitting, however, is not a problem only associated with regression. It is relevant to various machine learning methods, such as maximum likelihood estimation, neural networks, etc. 

In general, it is the phenomenon where the error decreases in the training set but increases in the test set. It is captured by the plot below, which is similar to the plots in other answers. 

Regulariztion

Regularization is a technique used to avoid this overfitting problem. The idea behind regularization is that models that overfit the data are complex models that have for example too many parameters.

In order to find the best model, the common method in machine learning is to define a loss or cost function that describes how well the model fits the data. The goal is to find the model that minimzes this loss function.

Regulariztion reduces overfitting by adding a complexity penalty to the loss function.

Learning performance = prediction accuracy measured on test set

Trading off complexity and degree of fit is hard.

Regularization penalizes hypothesis complexity

  • L2 regularization leads to small weights

  • L1 regularization leads to many zero weights (sparsity)

Feature selection tries to discard irrelevant features

L2 regularization: complexity = sum of squares of weights
L1 regularization (LASSO)

Dropout

Dropout is a recent technique to address the overfitting issue. It does so by “dropping out” some unit activations in a given layer, that is setting them to zero. Thus it prevents co-adaptation of units and can also be seen as a method of ensembling many networks sharing the same weights. For each training example a different set of units to drop is randomly chosen.

Dropout is a technique where randomly selected neurons are ignored during training. They are “dropped-out” randomly. This means that their contribution to the activation of downstream neurons is temporally removed on the forward pass and any weight updates are not applied to the neuron on the backward pass.

Assuming we are training a neural network as below,

The normal process is that the raw inputs are going through the network via forward propagation and then back propagation to update the parameters and thus to learn the model. While this process is shifted as below for example after using dropout,

  1. Firstly we remove the nodes in the hidden layer by half (here we say probability is 0.5 which is often used) and keep the input and output lays the same.

  2. Then we make the inputs forward pass the modified neural network and back propagate through the modified neural network with obtained loss function.
  3. Repeat the above procedures.
Using Dropout in Keras

Dropout is easily implemented by randomly selecting nodes to be dropped-out with a given probability (e.g. 20%) each weight update cycle. This is how Dropout is implemented in Keras. Dropout is only used during the training of a model and is not used when evaluating the skill of the model.

DropConnect

DropConnect by Li Wan et al., takes the idea a step further. Instead of zeroing unit activations, it zeroes the weights, as pictured nicely in Figure 1 from the paper:

Reference

转载于:https://www.cnblogs.com/casperwin/p/6408269.html

<think>好的,用户想了解proximal regularization在机器学习或优化技术中的概念和用法。首先,我需要回忆一下proximal方法的相关知识。 记得proximal regularization通常与近端算法(Proximal Algorithms)有关,用于优化问题中的正则化处理。这类方法在处理非光滑项时特别有效,比如L1正则化或者约束优化问题。可能需要解释什么是近端算子(proximal operator),这是近端方法的核心概念。 然后,用户提到可能是机器学习或优化领域的内容,所以需要结合这两个方面来回答。在机器学习中,正则化用于防止过拟合,而proximal regularization可能是在优化过程中添加的正则项,通过近端算子来迭代更新参数。比如在PGD(Proximal Gradient Descent)中,用于处理目标函数中的可分解项。 需要确认一下具体的应用场景,例如复合优化问题,目标函数可能是光滑部分加上非光滑部分,比如Lasso回归。这时候近端梯度下降法就会用到proximal regularization。可能需要举一个例子,比如如何用近端梯度下降解决L1正则化的问题。 还要注意用户的引用要求,回答中需要自然地添加引用标识。不过用户提供的引用链接可能与主题不太相关,可能需要寻找更合适的引用,比如引用相关教材或论文。例如,Boyd的凸优化著作或者相关研究论文。 另外,用户的问题生成部分需要提出相关问题,可能需要围绕近端正则化的应用、算法比较、与其他正则化的区别等方面来设计问题。 需要确保回答结构清晰,分点解释概念、数学表达、应用场景,并给出算法示例。同时,检查LaTeX格式是否正确,行内公式用$...$,独立公式用$$...$$,并正确使用中文回答。</think>### Proximal Regularization 的解析 #### 1. 核心概念 Proximal regularization(近端正则化)是优化算法中处理非光滑目标函数的关键技术,特别适用于包含复合结构的优化问题: $$ \min_x f(x) + g(x) $$ 其中$f(x)$是光滑可微项(如损失函数),$g(x)$是非光滑项(如L1正则化$\|x\|_1$)。通过引入近端算子(proximal operator)[^3]: $$ \text{prox}_{\lambda g}(v) = \arg\min_x \left( g(x) + \frac{1}{2\lambda}\|x - v\|^2 \right) $$ 该技术能有效分离光滑项与非光滑项的优化过程。 #### 2. 数学表达与算法 近端梯度下降法(Proximal Gradient Descent)的迭代公式: $$ x^{(k+1)} = \text{prox}_{\lambda g}\left( x^{(k)} - \lambda \nabla f(x^{(k)}) \right) $$ 以Lasso回归为例,其目标函数为: $$ \frac{1}{2}\|y - X\beta\|^2 + \lambda\|\beta\|_1 $$ 此时近端算子即为软阈值函数: $$ (\text{prox}_{\lambda\|\cdot\|_1}(v))_i = \text{sign}(v_i)\max(|v_i| - \lambda, 0) $$ #### 3. 应用场景 - 稀疏建模:L1正则化的特征选择 - 图像处理:全变差(TV)正则化去噪 - 深度学习:权重约束条件下的参数更新 - 联邦学习:分布式优化中的隐私保护参数聚合[^4] ```python # 近端梯度下降法示例(Lasso问题) def proximal_gradient_descent(X, y, lambda_, max_iter=1000): beta = np.zeros(X.shape[1]) step_size = 1/(2*np.linalg.norm(X.T@X, 2)) for _ in range(max_iter): grad = X.T@(X@beta - y) beta = np.sign(beta - step_size*grad) * np.maximum( np.abs(beta - step_size*grad) - lambda_*step_size, 0) return beta ``` #### 4. 优势对比 | 方法类型 | 处理非光滑项能力 | 收敛速度 | 实现复杂度 | |-----------------|------------------|----------|------------| | 次梯度法 | 一般 | 慢 | 低 | | 近端梯度法 | 优秀 | 线性 | 中等 | | ADMM | 优秀 | 较快 | 高 |
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