title: Choosing the regularization parameter
body: <p>When applying regularized logistic regression:
  I split my data into training, cross-validation and test sets.
  I want to apply regularization and am working on choosing the regularization parameter lambda.
  To do so, I try different values of lambda and fit the parameter theta of my hypothesis on the training set. Then, I choose the value of lambda that gives me the lowest cost function on the validation set. 
  To do so, shall I compute the cost function of the validation set with the penalization term or without it?  </p>