Hands-On Machine Learning with Scikit-Learn, Keras, and Tensorflow: Concepts, Tools, and Techniques to Build Intelligent Systems

by Aurélien Géron

The Lasso cost function is not differentiable at θi = 0 (for i = 1, 2, ⋯, n), but Gradient Descent still works fine if you use a subgradient vector g13 instead when any θi = 0.