Lecture

Geometry of the Lasso

In course

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Description

This lecture explains the geometric intuition behind why Lasso solutions are sparse, focusing on a 2D example where the L1 norm constraint creates ellipsoidal contours, leading to a solution with a low-dimensional face. The instructor also discusses the behavior of coefficients as the regularization parameter changes in Lasso regression.

Official source

https://mediaspace.epfl.ch/media/0_vtmac4am

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis, Cross-validation

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