You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
For general non linear optimization using the MSE loss will train the parameters un an unbiased manner.
say my data is Y and the non linear function is parametrized as f(A,x)
My question: if added a L1 penalty to the non-linear optimization:
LOSS = MSE(Y , f(A,x)) + lambda*||A|| _1
Can I treat this as a regularized optimization and torch optimizer using ADAM, for example, will track the solution accordingly?
Also, will this induce a true zero on the parameter estimation or should I apply specific as like a projected optimization?
Thanks
The text was updated successfully, but these errors were encountered:
For general non linear optimization using the MSE loss will train the parameters un an unbiased manner.
say my data is Y and the non linear function is parametrized as f(A,x)
My question: if added a L1 penalty to the non-linear optimization:
LOSS = MSE(Y , f(A,x)) + lambda*||A|| _1
Can I treat this as a regularized optimization and torch optimizer using ADAM, for example, will track the solution accordingly?
Also, will this induce a true zero on the parameter estimation or should I apply specific as like a projected optimization?
Thanks
The text was updated successfully, but these errors were encountered: