l1-regularisation
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