Skip to main content
2 of 5
deleted 157 characters in body
mojovski
  • 269
  • 1
  • 7

Lasso ||a|| and "General Lasso" ||Da||

Tibshirani introduced once a more general type of Lasso, where the regularizer is $$\parallel D \alpha \parallel_1$$ instead of $\parallel \alpha \parallel_1$. See paper

However, there is nearly no discussion about this form and I wonder why since its a great way to deal with derivative smoothness regularizers.

  • Is there an easy way I overlooked to transform a general Lasso to the standard Lasso form?

Thank you!

mojovski
  • 269
  • 1
  • 7