Hello to all,

How can I include Lasso and Ridge Regularization in SciML?

I am using the Lotka-Volterra case as an example.

Original loss

```
function loss(θ)
X̂ = predict(θ)
mean(abs2, Xₙ .- X̂)
end
```

Is this correct?

Ridge

```
function loss(θ)
X̂ = predict(θ)
mean(abs2, Xₙ .- X̂) + lambda* sum(θ.*θ)
end
```

Lasso

```
function loss(θ)
X̂ = predict(θ)
mean(abs2, Xₙ .- X̂) + lambda* abs.(θ)
end
```

Where lambda is an empirical penalty factor.

Best Regards