Timeline for Why does the Lasso provide Variable Selection?
Current License: CC BY-SA 3.0
5 events
when toggle format | what | by | license | comment | |
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Oct 13, 2021 at 17:00 | comment | added | Sia | How does this answer the question? If the L1 norm is the same for both solutions, the question was asking why it necessarily picks the [10, 0] solution and not [5, 5], despite both having the same L1 norm. | |
Nov 5, 2020 at 15:19 | comment | added | Ben C Wang | Based on this example, the L1 norm might be the same, but the L0 norm would be different (1 and 2, respectively) but L0 can still be used for variable selection. Does this logic not apply for L0? | |
Sep 4, 2020 at 5:39 | comment | added | Sayan Dey | This is the explanation I was looking for. Well explained. | |
Nov 4, 2013 at 22:19 | review | First posts | |||
Nov 4, 2013 at 22:29 | |||||
Nov 4, 2013 at 21:59 | history | answered | blarg | CC BY-SA 3.0 |