I am new to ML and recently came across the
a) Why are we trying to find an intersection point?
b) Does it always have to intersect?
c) I believe, the size of circle and diamond can be larger as well. Right now it's 1 (C = 1) but guess it can be C=2,3 and 4 etc as well
d) I know with linear regression gradient descent, we get the estimate
Beta (without any constraints). So, when we use a constraint like Lasso or Ridge, why are we trying to make sure it intersects?
e) I read that this circle or diamond region is called a
feasible area. Not sure what that means? Can help, please?
f) I read an explanation
Heuristically, for each method, we are looking for the intersection of the red ellipses and the blue region as the objective is to minimize the error function while maintaining the feasibility. May I check what does
feasibility mean and why does it have to intersect?
In addition, may I also know in the below graph, why does it have to intersect at the
green contour line and not the
red contour line
If the contour plot had been placed a little above, we could have got intersection at
green instead of
L1 Norm Isosurface mean?
Can you guys help me?