Optimization With L1 Norm Regularization

Introduction to Boosted Trees - New Jersey Institute of …

L2 norm: L1 norm (lasso): Training Loss measures how well model fit on training data ... Linear model, square loss, L1 regularization ... This means we do not do full optimization in each step and reserve chance for future rounds, it helps prevent overfitting .

  Norm, Optimization, Regularization, L1 norm, L1 regularization