Neural networks are frequently used as regression models. Their training is usually difficult when the model is subject to a small training dataset with numerous outliers.
This paper investigates the effects of various regularisation techniques that can help with this kind of problem. We analysed the effects of the model size, loss selection, L2 weight regularisation, L2 activity regularisation, Dropout, and Alpha Dropout.
We collected 30 different datasets, each of which has been split by ten-fold cross-validation. As an evaluation metric, we used cumulative distribution functions (CDFs) of L1 and L2 losses to aggregate results from different datasets without a considerable amount of distortion.
Distributions of the metrics are shown, and thorough statistical tests were conducted. Surprisingly, the results show that Dropout models are not suited for our objective.
The most effective approach is the choice of model size and L2 types of regularisations.