I like the concept of regularization and would like it to see it applied to more concrete examples.
Stock markets for example have powerful optimization functions. Would preventing high-frequency trading by letting the trading happen every minute instead of every 5 milliseconds be a form of regularization?
Hm, I’m not quite sure. A lot of things are called regularization, but it’s got to pull a function/model/representation/outcome to a “simple” or “default” place. I’m not sure stock-trading frequency limitations can be seen this way.
I like the concept of regularization and would like it to see it applied to more concrete examples.
Stock markets for example have powerful optimization functions. Would preventing high-frequency trading by letting the trading happen every minute instead of every 5 milliseconds be a form of regularization?
Hm, I’m not quite sure. A lot of things are called regularization, but it’s got to pull a function/model/representation/outcome to a “simple” or “default” place. I’m not sure stock-trading frequency limitations can be seen this way.