2014-08-15 2:42 GMT+02:00 Joel Nothman <[email protected]>: > This is knowledge you should be able to obtain from almost any machine > learning course or textbook, and you should almost certainly be asking it on > a wider forum than scikit-learn's mailing list, such as > stats.stackexchange.com.
Actually IME few textbooks/courses care to explain this. The easiest (but not quite rigorous) explanation I've seen occurs in Introduction to Statistical Learning [1], pp. 219-226, where L2 is called ridge regression and L1 lasso. [1] http://www-bcf.usc.edu/~gareth/ISL/ ------------------------------------------------------------------------------ _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
