How to use CVX to determine the optimal L1 norm regularization parameters through k-fold cross validation. Thanks

QQ20200529-122811 QQ20200529-122824

Read https://web.stanford.edu/~hastie/ElemStatLearn/printings/ESLII_print12.pdf to learn how to do k-fold cross-validation. Then the implementation in CVX should be straightforward.

Thanks very much:smiley: