Speaker
Sarah Friedrich-Welz
(University of Augsburg)
Description
A range of regularization approaches have been proposed in the literature to overcome overfitting, to exploit sparsity or to improve prediction. Using a broad definition of regularization, namely controlling model complexity by adding information in order to solve ill-posed problems or to prevent overfitting, we review a range of approaches within this framework including penalization, early stopping, ensembling and model averaging. We investigate the extent to which these methods are applied in clinical medicine, discuss current limitations and point out possibilities for improvement.
64288200884
Author
Sarah Friedrich-Welz
(University of Augsburg)