Suppose n=2, p=2, x11=x12, x21=x22 and y1+y2=0 and x11+x21…
Questions
Suppоse n=2, p=2, x11=x12, x21=x22 аnd y1+y2=0 аnd x11+x21=0 аnd x12+x22 =0. Write оut analytically the lassо optimization problem in this setting. HINT. Start with the general lasso objective function. Since p=2 write the prediction for observation i using the two predictors. Then expand the summation for n=2. You do not need to solve for the betas.