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probml
GitHub Repository: probml/pyprobml
Path: blob/master/notebooks/book1/11/fig_11_10.ipynb
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Kernel: Unknown Kernel

(a) Profiles of ridge coefficients for the prostate cancer example vs bound BB on 2\ell _2 norm of w{{w}}, so small BB (large λ\lambda ) is on the left. The vertical line is the value chosen by 5-fold CV using the 1 standard error rule. Adapted from Figure 3.8 of \citep{HastieBook}. Generated by ridgePathProstate.ipynb . (b) Same as (a) but using 1\ell _1 norm of w{{w}}. The x-axis shows the critical values of λ=1/B\lambda =1/B, where the regularization path is discontinuous. Adapted from Figure 3.10 of \citep{HastieBook}. Generated by lassoPathProstate.ipynb .