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haifengl / smile

Statistical Machine Intelligence & Learning Engine
https://haifengl.github.io
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L1 normalization in regressions #249

Closed aelkholy closed 4 years ago

aelkholy commented 6 years ago

Can we have the option for L1 normalization in the linear / logistic / maxent algorithms? This would give us a way to zero out the weights, especially when using bag of words with a sparse vector.

haifengl commented 6 years ago

I guess that you mean regularization. Check out LASSO, which has L1 regularization for linear regression.

Additional work is needed for logistic/maxent. It is a big work. It is not just an option. It is whole new algorithms :)