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For questions related to the mean squared error (MSE) function, which is often used to solve regression problems.

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Would either $L_1$ or $L_2$ regularisation lower the MSE on the training and test data?

The answer is largely the same whether we consider $\ell_1$ or $\ell_2$ regularisation, so I will just speak generally about regularisation. Mean square error for training data Given some training dat …
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