I am new to ML and recently came across the L1
and L2
norm.
The tutorials that I read here and here show some circle and diamond plots to explain these topics but I don't really understand the below things
a) Why are we trying to find an intersection point?
b) Does it always have to intersect?
c) I believe, the size of circle and diamond can be larger as well. Right now it's 1 (C = 1) but guess it can be C=2,3 and 4 etc as well
d) I know with linear regression gradient descent, we get the estimate Beta
(without any constraints). So, when we use a constraint like Lasso or Ridge, why are we trying to make sure it intersects?
e) I read that this circle or diamond region is called a feasible area
. Not sure what that means? Can help, please?
f) I read an explanation Heuristically, for each method, we are looking for the intersection of the red ellipses and the blue region as the objective is to minimize the error function while maintaining the feasibility.
May I check what does feasibility
mean and why does it have to intersect?
In addition, may I also know in the below graph, why does it have to intersect at the green
contour line and not the red
contour line
If the contour plot had been placed a little above, we could have got intersection at green
instead of red
?
what does L1 Norm Isosurface
mean?
Can you guys help me?