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Bounty Ended with 50 reputation awarded by makansij
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shadowtalker
shadowtalker
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They're misusing the word "step" here: they mean to refer to a "step number," not a "step size." In fact, it says as much in the documentation you link to (emphasis mine):

Mode="step" means the s= argument indexes the lars step number, and the coefficients will be returned corresponding

  •      to the values corresponding to step s.

As for what steps have to do with Lasso regression, it's because a stepwise algorithm called LAR (Least Angle Regression) is being used to trace out the Lasso solution path. However, the step size is specified according to a specific formula; you can find details in the pleasantly readable original paper, Efron et al., (2003), "Least Angle Regression".

They're misusing the word "step" here: they mean to refer to a "step number," not a "step size." In fact, it says as much in the documentation you link to (emphasis mine):

Mode="step" means the s= argument indexes the lars step number, and the coefficients will be returned corresponding

  •      to the values corresponding to step s.

As for what steps have to do with Lasso regression, it's because a stepwise algorithm called LAR (Least Angle Regression) is being used to trace out the Lasso solution path.

They're misusing the word "step" here: they mean to refer to a "step number," not a "step size." In fact, it says as much in the documentation you link to (emphasis mine):

Mode="step" means the s= argument indexes the lars step number, and the coefficients will be returned corresponding

  •      to the values corresponding to step s.

As for what steps have to do with Lasso regression, it's because a stepwise algorithm called LAR (Least Angle Regression) is being used to trace out the Lasso solution path. However, the step size is specified according to a specific formula; you can find details in the pleasantly readable original paper, Efron et al., (2003), "Least Angle Regression".

Source Link
shadowtalker
shadowtalker
  • 12.8k
  • 4
  • 58
  • 123

They're misusing the word "step" here: they mean to refer to a "step number," not a "step size." In fact, it says as much in the documentation you link to (emphasis mine):

Mode="step" means the s= argument indexes the lars step number, and the coefficients will be returned corresponding

  •      to the values corresponding to step s.

As for what steps have to do with Lasso regression, it's because a stepwise algorithm called LAR (Least Angle Regression) is being used to trace out the Lasso solution path.