Thank you very much micromass, algebrat and Chogg for your response. I and using L1 norm in the optimization problem.
for example: For least squares optimization using L2 norm for regularization the equation I am using is
min ||Ax-b||22 + λ||x||22
Calculating first derivative(using...
Hi Opalg,
I like your explanation from geometric point of view. It is very helpful. But Still it is confusing in terms of matrix calculus. could you elaborate the answer? Please.
Thank you
Venki