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L1 penalty on betas does not seem to work as expected now #155

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zorian15 opened this issue Dec 20, 2021 · 0 comments
Open

L1 penalty on betas does not seem to work as expected now #155

zorian15 opened this issue Dec 20, 2021 · 0 comments

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@zorian15
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This is also just something I've noticed and creating an issue to take a better look later.

With CGG data, I noticed applying regularization to the betas didn't seem to change anything about the model parameters inferred (SUPER old results here).

I figured it could just be bad luck with CGG, so tried with Tyler's RBD dataset once again (new prep) -- and found that the smallest of penalties seems to stop the model from fitting at all (experiment details here).

Without reg:

Screen Shot 2021-12-20 at 1 56 37 PM

With reg:

Screen Shot 2021-12-20 at 1 57 13 PM

NOTE: Also trained these models for a relatively short time and provided simple nonlinearities. Though I've noticed a consistent trend of regularization not behaving as I'd expect -- could just be user-error but want to take a better look later.

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