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lbfgs
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endymecy committed Jan 24, 2017
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Expand Up @@ -153,11 +153,11 @@ $$J(x) = l(x) + r(x)$$

  `L1`正则化的形式如下:

$$J(x) = l(x) + r(x) = l(x) + C|x|_{1} = l(x) + C\sum_{i} |x_{i}|$$
$$ J(x) = l(x) + r(x) = l(x) + C||x||_{1} = l(x) + C\sum_{i} |x_{i}| $$

  `L2`正则化的形式如下:

$$J(x) = l(x) + r(x) = l(x) + C|x|_{2} = l(x) + C\sum_{i} x_{i}^{2}$$
$$ J(x) = l(x) + r(x) = l(x) + C||x||_{2} = l(x) + C\sum_{i} x_{i}^{2} $$

  `L1`正则化和`L2`正则化之间的一个最大区别在于前者可以产生稀疏解,这使它同时具有了特征选择的能力,此外,稀疏的特征权重更具有解释意义。如下图:

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