Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-33/4/d/solution
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 33 4 d Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
At fraction , the Lasso regularization path lies between the vertical lines marked steps 4 and 5. In that interval the first five predictors have nonzero slopes: are positive and is negative. The sixth predictor remains at zero until the later part of the path, beyond this fraction. Therefore the chosen Lasso model includesThe regression intercept is retained. In particular the negative trace has already left zero at fraction ; a small slope is not the same as a zero slope. The selected fraction came from ten-fold K-fold cross-validation, and is not a numerical value of the ridge penalty in the preceding parts.
New to topics? Read the docs here!