文章基本信息

标题：THREE SIMPLE HEURISTICS MATHEMATICAL PROOFS ON LASSO THEORY
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作者：Carlos José dos REIS ; Laerte Dias de CARVALHO ; Lucas Monteiro CHAVES 等
期刊名称：Revista Brasileira de Biometria
印刷版ISSN：0102-0811
电子版ISSN：1983-0823
出版年度：2020
卷号：38
期号：2
页码：243-256
DOI：10.28951/rbb.v38i2.444
出版社：Universidade Federal de Lavras
摘要：Three relevant facts about the least absolute shrinkage and selection operator (Lasso) are studied: The estimatives follows piecewise linear curves in relation to tuning parameter, the number of nonzero selected covariates is an unbiased estimator of its degrees of freedom and when the number of covariates p is greater than the numbers of observations n at most n covariates are selected. These results are well known and described in the literature, but with no simple demonstrations. We present, based on a geometrical approach, simple and intuitive heuristics proofs for these results.
关键词：Covariates selection; degrees of freedom; piecewise linear; Shrinkage; Stein’s lemma.