What is the difference between L1 and L2 regularization? How does it solve the problem of overfitting? Which regularizer to use and when?

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What is the difference between L1 and L2 regularization? How does it solve the problem of overfitting? Which regularizer to use and when?

Answer (1 of 28): Why regularize machine learning models? Lots of good answers here. For example,... Answer (1 of 28): Why regularize machine learning models? Lots of good answers here. For example, YunFang Juan mentions how regularization helps avoid overfitting as well as the potential of learning extremely large model parameters. Aleks Jakulin discusses regularization from a Bayesian perspec...