L1 vs L2 Regularization: Prevent Overfitting in ML
Updated on January 30, 2026 5 minutes read
L1 adds a penalty based on absolute coefficients and often produces sparse models (some coefficients become zero). L2 adds a penalty based on squared coefficients and usually shrinks weights without zeroing them.
Treat it as a hyperparameter. Tune it with a validation set or cross-validation, then confirm performance on a separate held-out test set to avoid overfitting your evaluation.
Not always. Elastic Net is often helpful when you want some sparsity, but your features are correlated. If you mainly want stability, L2 can be a simpler default; if you mainly want feature selection, L1 can be enough.