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For questions related to $L_1$ regularization, also known as LASSO regularization.
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Would either $L_1$ or $L_2$ regularisation lower the MSE on the training and test data?
Consider linear regression. The mean squared error (MSE) is 120.5 for the training dataset. We've reached the minimum for the training data.
Is it possible that by applying Lasso (L1 regularization) w …