= Lasso regularization path
{c}
{title2=$\widehat\beta(t)$}
The <Lasso> regularization path follows its coefficients as the penalty or constraint radius changes. Under the usual least-angle construction, the coefficient path is piecewise linear between knots, and variables can enter or leave the active set. Reading support at a selected <cross-validation> fraction requires checking which coefficients are actually zero at that fraction, rather than retaining only visibly large traces.
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