Week 4: Sparsity-aware learning

DATA 442/642 · Week 4

Module 2 — Sparsity-aware learning

Notes

• 4.1 Motivation for Sparsity-Aware Learning(slides)
• 4.2 Ridge Regression(slides)
• 4.3 LASSO(slides)
• 4.4 Practical Considerations(slides)

Labs

• Lab 4(PDF)

Homework

• Homework 2(PDF)

Discussion

• Why can ridge shrink coefficients but not set them to zero?
• What does soft thresholding do to a coordinate of the LASSO?