FIG. 1.

Optimal solutions defined by the contour lines of the loss function and the regularization term. The axes of X and Y correspond to two weights of a solution. Dotted and solid ellipses and lines are the contour of the loss function, and gray boxes show the contour of l₁ regularization term. (A) A strict convex loss function and l₁ regularization term, with optimization error. (B) A nonstrict convex loss function and l₁ regularization term.