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-Science-Engineering-Learning-Dynamical/dp/1108422098/
Brunton Website: eigensteve.com
Видео Sparsity and the L1 Norm канала Steve Brunton
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-Science-Engineering-Learning-Dynamical/dp/1108422098/
Brunton Website: eigensteve.com
Видео Sparsity and the L1 Norm канала Steve Brunton
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