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[bug] Book errors on Lasso & Elastic Net Formula #21

@ZaxShen

Description

@ZaxShen

Enter the chapter number

Chapter 4

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p.162 Equation 4-11. Lasso regression cost function; p.165 Equation 4-12. Lasso regression subgradient vector

What is the cell's number in the notebook

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Describe your issue

Hello, Mr. Aurélien,

You missed the left | of the Lasso formula to close the absolute equation. Your formula is

$$J(\Theta) = \text{MSE}(\Theta) + 2\alpha \sum_{i=1}^n \theta_i| $$

It should be

$$J(\Theta) = \text{MSE}(\Theta) + 2\alpha \sum_{i=1}^n |\theta_i| $$

The Net Elastic formula has the same issue about the Lasso part.

Best,
Zax

Enter what you expected to happen

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If you found a workaround, describe it here

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