Why do we divide the regularization term by the number of examples in regularized logistic regression? So this is the formula for the regularized logistic regression cost function:



$x^{(i)}$ - the $i$'th training example

$\theta_j$ - the parameter of the $j$'th feature

$m$ - the number of training examples

$n$ - the number of features

$y_{(i)}$ - the actual outcome of the $i$'th training example, such that $y 
\in \{0, 1\}$

$\lambda$ - the regularization term

$h_\theta$ - the hypothesis function that produces a prediction in the interval $(0, 1)$

$h_\theta(x^{(i)})$ - predicted value of the $i$'th training example, such that:

$h_\theta(x^{(i)}) = \sigma(\theta^{T}x^{(i)})$, where $\sigma(z) = \frac{1}{1+e^{-z}}$ (the sigmoid/logistic function)

My question is about that last term:



From my understanding, in order to do regularization, we need to find the sum of all the squares of the parameters $\theta$. That is clear enough. Also we multiply this sum by the regularization term $\lambda$, which we can change if we think the data is overfit/underfit. Good. Then, for convenience we divide this term by $2$ such that when we take the derivative we will get rid of that $2$ that would come from the exponent of $\theta$. All clear so far. BUT, why in the world do we also divide by $m$ (the number of training examples)? We divide the left term by $m$ in order to find the average error, and that makes sense since we have $m$ examples, therefore $m$ errors and after we find the sum of these $m$ errors, we would need to divide by $m$ to get the average error. But in this right term that I am confused about, we find the sum of the squares of the features, and the number of features is $n$. If we want to find the average of all the $\theta_j^2$ wouldn't we need to divide by $n$ instead of $m$, since we have $n$ features. Why does it make sense to divide that sum by $m$ and shouldn't we divide it by $n$?
There are several possible intuitions behind that as explained here, but the strongest argument for me is the following one.

The „best“ form of the loss function is the one that requires the least amount of tweaking, e.g. for different dataset sizes. Dividing the regularization term by the number of samples reduces its significance for larger datasets. And, indeed, since regularization is needed to prevent overfitting, its impact should be reduced (in favor of the impact of the data itself) if a larger amount of data is available.

This way the same $\lambda$ value has better chances for working with the whole dataset as well as with a small part of it without adjusting.