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Imagine a linear model with 100 input features, all having values between -1 and 1:
  • 10 are highly informative.
  • 90 are non-informative.
    • Which type of regularization will produce the smaller model?
    L2 regularization.
    L2 regularization rarely reduces the number of features. In other words, L2 regularization rarely reduces the model size.
    L1 regularization.
    L1 regularization tends to reduce the number of features. In other words, L1 regularization often reduces the model size.