L1 and L2: two penalties, two different worlds
Why does lasso produce exact zeros while ridge does not? The answer is not in the algebra but in the geometry: a diamond has corners, a circle does not.
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Sources
- Tibshirani, R. 1996 · Regression Shrinkage and Selection via the Lasso, Şekil 2 · J. Royal Statistical Society B, 58(1)
- Hastie, Tibshirani, Friedman 2009 · The Elements of Statistical Learning, Şekil 3.11 · Springer
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