\(
\newcommand{\P}[]{\unicode{xB6}}
\newcommand{\AA}[]{\unicode{x212B}}
\newcommand{\empty}[]{\emptyset}
\newcommand{\O}[]{\emptyset}
\newcommand{\Alpha}[]{Α}
\newcommand{\Beta}[]{Β}
\newcommand{\Epsilon}[]{Ε}
\newcommand{\Iota}[]{Ι}
\newcommand{\Kappa}[]{Κ}
\newcommand{\Rho}[]{Ρ}
\newcommand{\Tau}[]{Τ}
\newcommand{\Zeta}[]{Ζ}
\newcommand{\Mu}[]{\unicode{x039C}}
\newcommand{\Chi}[]{Χ}
\newcommand{\Eta}[]{\unicode{x0397}}
\newcommand{\Nu}[]{\unicode{x039D}}
\newcommand{\Omicron}[]{\unicode{x039F}}
\DeclareMathOperator{\sgn}{sgn}
\def\oiint{\mathop{\vcenter{\mathchoice{\huge\unicode{x222F}\,}{\unicode{x222F}}{\unicode{x222F}}{\unicode{x222F}}}\,}\nolimits}
\def\oiiint{\mathop{\vcenter{\mathchoice{\huge\unicode{x2230}\,}{\unicode{x2230}}{\unicode{x2230}}{\unicode{x2230}}}\,}\nolimits}
\)
Lasso/glmnet, adaptive lasso and FAQs
- https://en.wikipedia.org/wiki/Lasso_(statistics). It has a discussion when two covariates are highly correlated. For example if gene \(\displaystyle i\) and gene \(\displaystyle j\) are identical, then the values of \(\displaystyle \beta _{j}\) and \(\displaystyle \beta _{k}\) that minimize the lasso objective function are not uniquely determined. Elastic Net has been designed to address this shortcoming.
