Elastic-net Regression

Creator
Creator
Seonglae Cho
Created
Created
2025 Jan 28 12:44
Editor
Edited
Edited
2025 Jan 28 12:46
Refs
Refs

A combination of L1-norm and L2-norm regularization

w=argminw1Ni=1N(w,xiyi)2+λww^* = \arg\min_{w} \frac{1}{N} \sum_{i=1}^{N} \left( \langle w, x_i \rangle - y_i \right)^2 + \lambda |w|
 
 
 
 
 
 
 

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