Hi Jaidev, This seems relevant to your question:
http://metaoptimize.com/qa/questions/7897/are-lasso-and-basis-pursuit-really-the-same-thing Vlad On Oct 5, 2012, at 01:16 , Jaidev Deshpande <[email protected]> wrote: > Hi, > > I've been going through the tomography reconstruction example > (http://scikit-learn.org/dev/auto_examples/applications/plot_tomography_l1_reconstruction.html). > If I understand correctly, the desirable solution in a compressed > sensing problem is one that minimizes the L1 norm. In this example, > the Lasso estimator seems to be doing that. So, is L1 penalization > equivalent to L1 minimization? > > Intuitively, I think not. Since Lasso is a gradient descent estimator, > minimizing the weights (in the L1 sense) would probably underfit the > model. Thus, what it does for machine learning isn't favourable for > compressed sensing, and vice versa. I think it worked in this > particular example because the original image was a simple one, and a > little penalization might have provided a good estimate of > minimization of L1. > > Am I right? Is it recommended to use Lasso for a general compressed > sensing problem? (I should probably experiment with the L1 > minimization with scipy.optimize and see how it behaves against > Lasso.) > > Thanks > > ------------------------------------------------------------------------------ > Don't let slow site performance ruin your business. Deploy New Relic APM > Deploy New Relic app performance management and know exactly > what is happening inside your Ruby, Python, PHP, Java, and .NET app > Try New Relic at no cost today and get our sweet Data Nerd shirt too! > http://p.sf.net/sfu/newrelic-dev2dev > _______________________________________________ > Scikit-learn-general mailing list > [email protected] > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general ------------------ Vlad N. http://vene.ro ------------------------------------------------------------------------------ Don't let slow site performance ruin your business. Deploy New Relic APM Deploy New Relic app performance management and know exactly what is happening inside your Ruby, Python, PHP, Java, and .NET app Try New Relic at no cost today and get our sweet Data Nerd shirt too! http://p.sf.net/sfu/newrelic-dev2dev _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
