Visualization of the RR-BLUP estimator () and the LASSO estimator () as solutions to a least-squares problem with different penalization [,]. 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|<cL. Contrary to the ridge penalty, the LASSO penalty allows estimations to be exactly zero.
Riedelsheimer et al. BMC Genomics 2012 13:452 doi:10.1186/1471-2164-13-452