Consider the Ridge LRR is being used to learn prediction function
\( y_{\text{pred}} = w^T x \) where \( w, x \in \mathbb{R}^2 \)
& mean absolute error (MAE) is used to measure the prediction error.
A weight of 0.20 is associated with the regularizer.
At an intermediate step of training process assume that the parameter
\( w = [-3.00, 4.00]^T \). In the next step for the I/P
\( x = [1.00, 2.00]^T \), the predicted value of \( y \) is noted.
Let the relation b/w \( x = [x_1, x_2]^T \) & the true value of
\( y \) be \( y_{\text{true}} = x_1 + x_2 \).
The value of the overall regularized loss for instance is __________ (upto 2 decimal).
Show Hint
Regularized loss functions are central to many machine learning models. Always break the calculation into two parts: first compute the data-dependent loss (like MSE, MAE, or cross-entropy), then compute the model-dependent regularization penalty (like L1 or L2 norm of weights), and finally combine them using the regularization strength parameter $\lambda$.
Step 1: Understanding the Question:
We need to calculate the value of a regularized loss function for a single data instance. The loss function has two components: a prediction error term (MAE) and a regularization term (Ridge, or L2 norm). Step 2: Key Formula or Approach:
The overall regularized loss is defined as:
\[ \text{Loss} = \text{Prediction Error} + \lambda \times \text{Regularization Term} \]
Given the problem specifics:
- Prediction Error = MAE = $|y_{\text{true}} - y_{\text{pred}}|$
- Regularization Term = L2 norm of weights = $||w||^2_2 = w_1^2 + w_2^2$
- $\lambda$ (weight of regularizer) = 0.20
So, the formula is:
\[ \text{Loss} = |y_{\text{true}} - y_{\text{pred}}| + 0.20 \times (w_1^2 + w_2^2) \]
Step 3: Detailed Explanation:
Let's calculate each part of the formula.
- Given values:
- $w = [-3.00, 4.00]^T$
- $x = [1.00, 2.00]^T$
- $\lambda = 0.20$
- Calculate $y_{\text{true}$:}
The true value is given by the relation $y_{\text{true}} = x_1 + x_2$.
\[ y_{\text{true}} = 1.00 + 2.00 = 3.00 \]
- Calculate $y_{\text{pred}$:}
The predicted value is given by $y_{\text{pred}} = w^T x$.
\[ y_{\text{pred}} = [-3.00, 4.00] \begin{pmatrix} 1.00 2.00 \end{pmatrix} = (-3.00 \times 1.00) + (4.00 \times 2.00) = -3.00 + 8.00 = 5.00 \]
- Calculate the MAE term:
\[ \text{MAE} = |y_{\text{true}} - y_{\text{pred}}| = |3.00 - 5.00| = |-2.00| = 2.00 \]
- Calculate the Regularization term:
\[ ||w||^2_2 = (-3.00)^2 + (4.00)^2 = 9.00 + 16.00 = 25.00 \]
The weighted regularization term is $\lambda ||w||^2_2$.
\[ 0.20 \times 25.00 = 5.00 \]
- Calculate the Overall Regularized Loss:
\[ \text{Loss} = \text{MAE} + \lambda ||w||^2_2 = 2.00 + 5.00 = 7.00 \]
Step 4: Final Answer:
The value of the overall regularized loss for the given instance is 7.00.
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