A combination of L1-norm and L2-norm regularizationRidge regression + LASSO Regression w∗=argminw1N∑i=1N(⟨w,xi⟩−yi)2+λ∣w∣w^* = \arg\min_{w} \frac{1}{N} \sum_{i=1}^{N} \left( \langle w, x_i \rangle - y_i \right)^2 + \lambda |w|w∗=argminwN1∑i=1N(⟨w,xi⟩−yi)2+λ∣w∣
