# Lp Regularization
- Tikhonov
- Penalty considering weights
- 
- $L^\ast(\theta) = L(\theta) + \lambda \Sigma_i |\theta_i|^p$
- [Frobenius norm](Frobenius%20norm.md)
- Weight Decay
- p = 2
- Encourages optimization [Trajectory](Trajectory.md) perpendicular to isocurves
- 
- Tune $\lambda$
- Lasso
- p = 1
- Sparse
- With linear model : feature selection
- Grid search : log scale
- Too large : underfit, too small : overfit
- [Cross Validation](Cross%20Validation.md) required