What is the difference between multi-task lasso regression and ridge regression? The optimization fu

logiski9s 2022-07-03 Answered
What is the difference between multi-task lasso regression and ridge regression? The optimization function of multi-task lasso regression is
m i n w l = 1 L 1 / N t i = 1 N t J l ( w , x , y ) + γ l = 1 L | | w l | | 2
while ridge regression is
m i n w l = 1 L 1 / N t J l ( w , x , y ) + γ | | w l | | 2
which looks the same as the ridge regression. As for me, the problem of multi-task lasso regression is equivalent to solve global ridge regression. So what is the difference between these two regression methods? Both of them use L 2 function. Or does it mean that in multi-task lasso regression, the shape of W is (1,n)?
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Answers (1)

iskakanjulc
Answered 2022-07-04 Author has 18 answers
Least Absolute Shrinkage and Selection Operator uses L 1 regularization
min x f ( x ) + λ x 1 .
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