Linked Questions

1
vote
0answers
221 views
1
vote
1answer
80 views

Can lasso and ridge regressions theoretically have exact same solution?

Intuitively lasso leads more sparsity, but is that theoretically possible they have exact same solution vector?
2
votes
0answers
185 views

Implementing Lasso Regression in Numpy

I'm doing a little self study project, and am trying to implement OLS, Ridge, and Lasso regression from scratch using just Numpy, and am having problems getting this to work with Lasso regression. ...
0
votes
1answer
142 views

$L^1$ Regularization

Let $J(w)$ be some cost function. By adding $L^1$ regularization we get $$ \tilde{J}(w) = J(w) + \beta\sum_i|w_i| $$ To study the effect of $L^1$ regularization on the optimum weights, we can ...
3
votes
0answers
176 views

Regularization vs dropping insignificant features

Maybe I did not formulate my question properly. I would like to know how the variable selection differs between regularization and reverse-variable selection based on significance values. In short, I ...

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