May I ask what does the 1/2 means in this formula for lasso. I searched formula examples for lasso and ridge. And found sometimes there is 1/2 while sometimes no.
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1$\begingroup$ It's just a constant which simplifies the equation down the road, it has no special meaning. $\endgroup$– user2974951Mar 24, 2020 at 8:30
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$\begingroup$ Oh, get it. Thank you @user2974951 $\endgroup$– OrsonMar 24, 2020 at 8:32
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2 Answers
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It's there to cancel out the 2 from the power when you take the derivative. It's just for convenience thought, you can do it without it, but the math will look a bit uglier.
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Typically, 1/2 is used in front of the MSE term or the square-regularisation terms, just to make the subsequent analysis more intuitive. The corresponding regularisation coefficient, $\lambda$, will be different but 1-1.
