Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-205/1/d/solution

Suppose and minimize . Their midpoint is also a minimizer because is a convex function. The group penalty is convex, while the squared Euclidean norm is strictly convex in the fitted value. If , strict convexity would make the midpoint objective strictly smaller than the minimum. Hence , so the fitted values are unique.

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