LASSO Regression Training - 2024.2 English - XD160

Vitis Libraries

Document ID
XD160
Release Date
2024-11-29
Version
2024.2 English

LASSO Regression uses a L1 update:

\[\theta _{next} = \theta _{current} - currentstepsize \cdot (\theta _{current}^{'}+\gamma \cdot sig(\theta _{current}))\]
\[currentstepsize = stepsize\cdot \frac{1}{\sqrt{iterIndex})}\]