Figure 1.

Visualization of the RR-BLUP estimator () and the LASSO estimator () as solutions to a least-squares problem with different penalization [[38],[39]]. We illustrate a two-dimensional case. The blue ellipses show the contours of the RSS function around the ordinary least-square solution (). The ridge estimator is the point at which the innermost elliptical contour touches the circular ridge penalty . The LASSO estimator is the point at which the innermost elliptical contour touches the diamond shaped LASSO penalty |u₁| + |u₂|<c_L. Contrary to the ridge penalty, the LASSO penalty allows estimations to be exactly zero.