A Note on the Uniqueness of the Lasso Solution

2002-12-13T00:00:00Z (GMT) by Alessandro Rinaldo

In this note we show that, if β₁ and β₂ are two distinct solutions to the lasso problem minβ∈Rp∥ y - Xβ∥2^2 + λ∥β∥1 for some n × p matrix X with p > n, then Xβ1 = Xβ2.

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In Copyright