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When Does More Regularization Imply Fewer Degrees of Freedom? Sufficient Conditions and Counter Examples from Lasso and Ridge Regression
(2013)
Abstract
Regularization aims to improve prediction performance of a given statistical modeling approach by moving to a second approach which achieves worse training error but is expected to have fewer degrees of freedom, i.e., better agreement between training and prediction error. We show here, however, that this expected behavior does not hold...More
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