Sparse Modeling Study Sessions: A Convex Optimization Approach to LASSO – What is the Convex Optimization Problem?
In this article, Takahiro Suzuki, a data scientist at HACARUS explains the convex optimization problem covering all the basic terms you need to understand it. 0. Introduction My name is Takahiro Suzuki, data scientist in the HACARUS Tohoku team. As mentioned in a previous blog, HACARUS has started study sessions to learn more about sparse modeling as part of our everyday business. The Sparse Modeling Study Sessions are contributing to the promotion of mutual knowledge exchange among HACARUS members -…