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Nuclear Norm Regularization #216

Open csawtelle opened 7 years ago

csawtelle commented 7 years ago

Currently it seems like this

OLS linear -> ridge regression -> lasso regression -> elasticnet regression -> nuclear norm regularization

but what is nuclear norm regularization?

csawtelle commented 7 years ago

seems better than elasticnet because elasticnet has 2 hyperparams (one more than lasso)

csawtelle commented 7 years ago

this is cutting edge theory , and not fully implemented practically