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If you rolled your own naive numerical approximation of L1 regularization, you might not have gotten exact zeros. If you use e.g. LARS or cyclical coordinate de
by makeset 10y ago
If you rolled your own naive numerical approximation of L1 regularization, you might not have gotten exact zeros. If you use e.g. LARS or cyclical coordinate descent for the L1-regularized parameter cohort, as suited to the problem, you will get exact zeros, as prescribed by the mathematics of L1.
- ekelsen 10y agoI've never seen anyone optimize a neural network using LARS or cyclical coordinate descent. I thought that's what this entire discussion was about - not arbitrary optimization theory.
- deleted 10y ago[deleted]