Elastic-net Regression
Created
2025 Jan 28 12:44A combination of L1-norm and L2-norm regularization
w∗=argminwN1∑i=1N(⟨w,xi⟩−yi)2+P(w)P(w)=λ(α∥w∥1+(1−α)∥w∥22)where
0<α≤1 and
λ≥0, directly treats
Bias-Variance Trade-off. It does not consider
Ridge regression case (
α=0).