A Comparison of Sparse Partial Least Squares and Elastic Net in Wavelength Selection on NIR Spectroscopy Data

Figure 1

Two-dimensional LASSO penalty (blue) and Enet penalty (black). is the ordinary least squares solution and the contours reflect the estimates of with equal deviation in terms of squared error loss. Enet penalty is strictly convex, so the optimal solution is located in one corner of the Enet.