Lecture

Comparing L1 and L0 + Greedy algorithms

In course

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Description

This lecture delves into comparing L1 and L0 penalization in linear regression with orthogonal designs, emphasizing soft-thresholding vs hard-thresholding. It also explores greedy algorithms like Forward selection and Orthogonal Matching Pursuit, along with an empirical comparison of L0, L1, and L2 regularization methods.

Official source

https://mediaspace.epfl.ch/media/0_51iqzpt7

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