The degrees of freedom of the Lasso for general design matrix
The degrees of freedom of the Lasso for general design matrix
In this paper, we investigate the degrees of freedom (dof) of penalized 1 minimization (also known as the Lasso) for linear regression models.We give a closed-form expression of the dof of the Lasso response.Namely, we show that for any given Lasso regularization parameter λ and any observed data y belonging …