File:SolPathL1L2.svg
Summary
| Description |
English: This figure presents solution paths when there is a single regressor and when the data-optimized OLS parameter equals 2. The r-squared measure of fit is either 0.5 or 1. In the left panel, an L2 norm is used to penalize deviations from 0 and, in the right panel, an L1 norm is used. For lambda values close to zero, both plots move in the direction of the point (r-squared, 0). For the L2 norm, the effect of r-squared diminishes as lambda increases. |
| Date | |
| Source | Own work |
| Author | Beos123 |
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