Optimization Algorithms, Optimization Techniques, Machine Learning, Deep Learning, Convex Optimization.
function for LASSO regression (SSE + lambda*L1-Norm) is convex, whereas that of Ridge regression (MSE/SSE + lambda*square of L2-norm) is strictly convex, similar to the MSE loss function used in Linear Regression. Typical Convex & Concave functions [Image by author] Similarly, the concave function