Sparsity and the L1 Norm

Описание к видео Sparsity and the L1 Norm

Here we explore why the L1 norm promotes sparsity in optimization problems. This is an incredibly important concept in machine learning, and data science more broadly, as sparsity helps us to improve robustness and prevent overfitting.



Book Website: http://databookuw.com
Book PDF: http://databookuw.com/databook.pdf

These lectures follow Chapter 3 from:
"Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz

Amazon: https://www.amazon.com/Data-Driven-Sc...

Brunton Website: eigensteve.com

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