LASSO Regression Training - 2023.2 English

Vitis Libraries

Release Date
2023-12-20
Version
2023.2 English

LASSO Regression uses L1 update:

\[\theta _{next} = \theta _{current} - currentstepsize \cdot (\theta _{current}^{'}+\gamma \cdot sig(\theta _{current}))\]
\[currentstepsize = stepsize\cdot \frac{1}{\sqrt{iterIndex})}\]