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Least Squares Optimization with L1-Norm Regularization

constrained optimization problem is as follows (note that t is inversely related to ‚): jjXw ¡yjj2 2 (11) s:t:jjwjj1 • t The objective function in this minimization is convex, and the constraints define a convex set. Thus, this forms a convex optimization problem. From this, we know that any local minimizer of the objective subject to the ...

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  With, Objectives, Norm, Optimization, Regularization, Optimization with l1 norm regularization

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