L1-regularized quadratic function of multiple variables: Difference between revisions
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==Definition== | ==Definition== | ||
A <math>L^1</math>-'''regularized quadratic | A <math>L^1</math>-'''regularized quadratic functions''' of the variables <math>x_1,x_2,\dots,x_n</math> is a function of the form: | ||
<math>\left(\sum_{i=1}^n \sum_{j=1}^n a_{ij} x_ix_j\right) + \left(\sum_{i=1}^n b_ix_i\right) + \lambda \sum_{i=1}^n |x_i| + c</math> | <math>\left(\sum_{i=1}^n \sum_{j=1}^n a_{ij} x_ix_j\right) + \left(\sum_{i=1}^n b_ix_i\right) + \lambda \sum_{i=1}^n |x_i| + c</math> | ||
Revision as of 18:43, 11 May 2014
Definition
A -regularized quadratic functions of the variables is a function of the form:
In vector form, if we denote by the column vector with coordinates , then we can write the function as:
where is the matrix with entries and is the column vector with entries .