l1-regularisation

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Parent: regularisation

Source: google-ml-course

L$_1$ regularisation

  • Relaxed version of an L$_0$ regularisation
  • Penalises the sum of the absolute values of the weights
  • Regularisation term: $$\left\lvert \mathbf{w} \right\rvert = \left| |w_1| + \dots + |w_n| \right|$$
  • Convex problem
  • Encourages a sparse model: model will want to drive $w$ to zero
  • c.f. L$_2$ regularisation , which aims to make the weights smaller