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(a) (15 points) Prove the uniqueness of the predicted value of the lasso regression. That is, show that if B # a are two lasso
(a) (15 points) Prove the uniqueness of the predicted value of the lasso regression. That is, show that if B # a are two lasso estimates of a multiple linear regression problem with model's matrix X then 9 = XB = XQ. (Hint: use the strict convexity of the parabola function (ax + (1 - a)y)?
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