The Balancing Act: Choosing the Right Lambda in Regularization (Linear Regression)

Since we can't be sure which of the parameter to penalize, we penalize all by adding the Regularization term to the cost function. A regularized cost function is defined by: $$J(\mathbf{w}, b) = \frac{1}{2m} \sum_{i=1}^m \left( f_{\mathbf{w}, b}(\mat...