作者：Kaufman, S.; Rosset, S.
作者单位：Tel Aviv University
摘要：Regularization aims to improve prediction performance by trading an increase in training error for better agreement between training and prediction errors, which is often captured through decreased degrees of freedom. In this paper we give examples which show that regularization can increase the degrees of freedom in common models, including the lasso and ridge regression. In such situations, both training error and degrees of freedom increase, making the regularization inherently without meri...
