
The L1 norm is not differentiable at zero because the absolute value function has a kink at zero
Image: Public domain, via Wikimedia Commons
The L1 norm is not differentiable at zero because the absolute value function has a kink at zero
Norm (mathematics)
L∞ norm equals max absolute value
Matrix norm
L1 norm of a vector is the sum of absolute values of its components
The elastic net combines L1 and L2: λ₁|w| + λ₂w² gives both sparsity and stability
Elastic net: λ₁|w| + λ₂w² enforces sparsity and stability simultaneously
the condition number κ(A) measures: sensitivity of Ax=b to perturbations
The condition number κ(A) measures the sensitivity of Ax=b to perturbations
Dynamical system
A fixed point is where dx/dt = 0
the Lp norm ball shape changes as p goes from 1 to 2 to infinity
As p increases from 1 to 2 to infinity, the Lp norm ball becomes more spherical
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