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A Note on the Uniqueness of the Lasso Solution

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journal contribution
posted on 13.12.2002, 00:00 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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13/12/2002

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