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l1Penalty

Weight of the L1 regularization term.

Declaration

var l1Penalty: Double

Discussion

Like the l2 penalty, the higher the l1 penalty, the more the estimated coefficients shrink toward 0. The l1 penalty, however, completely zeros out sufficiently small coefficients, automatically indicating features that are not useful for the model. The default weight of 0 prevents any features from being discarded.

See Also

Getting the properties