Deep Learning (DL) is considered the state-of-the-art in computer vision, speech recognition and natural language processing. Until recently, it was also widely accepted that DL is irrelevant for learning tasks on tabular data, especially in the small sample regime where ensemble methods are acknowledged as the gold standard. We present a new end-to-end differentiable method to train a standard FFNN. Our method, textbf{Muddling labels for Regularization} (texttt{MLR}), penalizes memorization through the generation of uninformative labels and the application of a differentiable close-form regularization scheme on the last hidden layer during training. texttt{MLR} outperforms classical NN and the gold standard (GBDT, RF) for regression and classification tasks on several datasets from the UCI database and Kaggle covering a large range of sample sizes and feature to sample ratios. Researchers and practitioners can use texttt{MLR} on its own as an off-the-shelf DL{} solution or integrate it into the most advanced ML pipelines.
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