c14 · E3

Open: Lines, Curves and Boundaries

c14.E3.1E3 · open

The lasso returns a set of inputs with nonzero coefficients. Section 14.4 says the survivors are the inputs the table insists on, not the inputs that caused the outcome, and section 14.3 says ridge never deletes an input at all. The field has no procedure that guarantees the selected set is the set that matters: the list changes with the charge , with correlations between inputs, and with the particular rows you happen to hold. Two inputs carrying the same information leave the fit to choose between them, and that choice is not a claim about which of the two is doing the work.

Take a position on this question: what procedure should choose between ridge and the lasso on a table you hold, and what claim about the surviving inputs should that procedure license?

In your answer: say how you set and on which rows; say how you compare the two models; say what you report about the stability of the surviving set; say which claim you refuse to make even when the model predicts well; and name one way the procedure could mislead you when every step is followed.

Rubric. Tick each criterion your answer meets, then save the self-assessment. The platform does not grade it.

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E1 Practise · E2 Derive

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