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' Use R or Python to perform the following experiment: you pick arbitrary numbers (0,1) and r(0,1) satisfying 1+26>r1+2r. Set X=(1rr) and Y=X(12). For any
' Use R or Python to perform the following experiment: you pick arbitrary numbers (0,1) and r(0,1) satisfying 1+26>r1+2r. Set X=(1rr) and Y=X(12). For any >0, define ^:=Rpargmin{21YX22+1}. Plot the coefficients of ^ as a function of ^1, and check if ^0 is not a monotonic function of the 1 norm. Hint: lasso.R in Canvas contains most of the ingredients of the code. Repeat the experiment in Problem 2, but choose and r such that the inequality sign in (5) is reversed. Check if ^0 is monotonic in ^3 this time. verify that (5) is equivalent to the condition that "Line PT has a smaller slope (in absolute value) than PO" in Notes Lasso.pdf
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