lasso vs. ols

2016 10 27
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For lambda = 0 lasso should give the same regression coefficients as ols but it does not... Why? [B, FitInfo]=lasso(X,y,'Lambda',0:0.01:1); B(:,1) (that corresponds to lambda = 0) should give the same results like output from regress or regstats... But it doesn't. Why?

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Arek Majka
Arek Majka
2016-10-27

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