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Questions that seek a conceptual or non-mathematical understanding of statistics.

161 votes
8 answers
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Why L1 norm for sparse models

I am reading books about linear regression. There are some sentences about the L1 and L2 norm. I know the formulas, but I don't understand why the L1 norm enforces sparsity in models. Can someone give …
Yongwei Xing's user avatar
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