L1-regularized quadratic function of multiple variables

From Calculus
Revision as of 18:43, 11 May 2014 by Vipul (talk | contribs)

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 .