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ml-recall

#soft-thresholding

1 question from Linear Models & Regularization

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Question 1: Short answer

hardAI-checkedLinear Models & Regularization

The features are orthonormal (X⊤X=IX^\top X = I) and the OLS coefficients are β^=(3, 0.5, −1.2, 0.8)\hat\beta = (3,\ 0.5,\ -1.2,\ 0.8). You fit the lasso, minimizing 12∥y−Xβ∥2+λ∥β∥1\tfrac12\lVert \mathbf{y} - X\boldsymbol\beta\rVert^2 + \lambda\lVert\boldsymbol\beta\rVert_1 with λ=1\lambda = 1. How many of the four lasso coefficients are exactly zero?

a whole number