Ridge Lasso Elastic
https://www.youtube.com/watch?v=ctmNq7FgbvI
quadratic form and traces:
https://en.wikipedia.org/wiki/Quadratic_form_(statistics)
trace proofs:
http://www-personal.umich.edu/~dsbaero/library/BaBeTre1.pdf
pg60-84
http://www.manalhelal.com/Books/geo/LinearRegressionAnalysisTheoryandComputing.pdf
ellipsoid
https://laurentlessard.com/teaching/cs524/slides/11%20-%20quadratic%20forms%20and%20ellipsoids.pdf
239
http://www.manalhelal.com/Books/geo/LinearRegressionAnalysisTheoryandComputing.pdf
u of t prof:
https://www.jstor.org/stable/pdf/2346178.pdf
http://statweb.stanford.edu/~tibs/sta305files/Rudyregularization.pdf
easier:
http://web.as.uky.edu/statistics/users/pbreheny/764-f11/notes/9-1.pdf
project
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