What is the L2 norm?
L2 norm is a standard method to compute the length of a vector in Euclidean space. Given x = [x 1 x 2 … x n ]T, L2 norm of x is defined as the square root of the sum of the squares of the values in each dimension.
How do you find the L2 norm?
To calculate the L2 norm of a vector, take the square root of the sum of the squared vector values. Another name for L2 norm of a vector is Euclidean distance. This is often used for calculating the error in machine learning models.
What is L1 and L2 norm?
Mathematically, we can see that both the L1 and L2 norms are measures of the magnitude of the weights: the sum of the absolute values in the case of the L1 norm, and the sum of squared values for the L2 norm. So larger weights give a larger norm.
How does L2 norm work?
L2 regularization acts like a force that removes a small percentage of weights at each iteration. Therefore, weights will never be equal to zero. There is an additional parameter to tune the L2 regularization term which is called regularization rate (lambda).