We know that LASSO is
min ||Ax - b||_22 + lambda||beta||_1
where
the L1 regularization is not differentiable due to the absolute operator
so I am really confused to how we use gradient descent to solve LASSO
Thanks
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We know that LASSO is
min ||Ax - b||_22 + lambda||beta||_1
where
the L1 regularization is not differentiable due to the absolute operator
so I am really confused to how we use gradient descent to solve LASSO
Thanks