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I have been working on a project with fMRI data. It has a training set of $300 \times 21764$. I am working in python and have used lasso on it for feature selection.

For different values of the hyperparameter it sometimes selects more than $300$ features, is that possible for lasso? Or does sci-kit not use the standard lasso?

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It should not be possible for lasso, or anything with L1 penalty. Check this thread for example: If p > n, the lasso selects at most n variables As far as I know, scikit learn doesn't use anything nonstandard with lasso, you might get better answer on a scikit learn mailing list/github apge. Maybe it's a bug.

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