Its regularisation function ψ el (•) is defined by: where λ > 0 and α ∈ [0, 1); setting parameter α to its extremes transforms elastic net to ridge regression (α = 0) or vanilla LASSO (α = 1).
5 and 7), where we individually learn {W, β β β} and then {U, β β β}; each step of the process is a standard linear regression problem with an 1 / 2 regulariser.