2013 IEEE 25th International Conference on Tools With Artificial Intelligence 2013
DOI: 10.1109/ictai.2013.122
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Tikhonov or Lasso Regularization: Which Is Better and When

Abstract: It is well known that supervised learning problems with 1 (Lasso) and 2 (Tikhonov or Ridge) regularizers will result in very different solutions. For example, the 1 solution vector will be sparser and can potentially be used both for prediction and feature selection. However, given a data set it is often hard to determine which form of regularization is more applicable in a given context. In this paper we use mathematical properties of the two regularization methods followed by detailed experimentation to unde… Show more

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Cited by 6 publications
(2 citation statements)
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“…The key insight about robust regression as defined in [8] can be derived from considering the one-dimensional case [10], Which generalizes to where Z ∈ μ is the worst case disturbance of noise and μ has…”
Section: A Lasso and Robust Regressionmentioning
confidence: 99%
“…The key insight about robust regression as defined in [8] can be derived from considering the one-dimensional case [10], Which generalizes to where Z ∈ μ is the worst case disturbance of noise and μ has…”
Section: A Lasso and Robust Regressionmentioning
confidence: 99%
“…Hence, an exhaustive search for the optimal regularization factor is not required. Note also that other regularization techniques can be envisioned such as the least absolute shrinkage and selection operator (LASSO) technique [22]. However, the latter, unavailable in a closed-form solution, is usually found using optimization methods such as quadratic programming or convex optimization.…”
Section: B Reduction Of Pilot Subcarriersmentioning
confidence: 99%