Unit tests for lasso?

Question

I have my own implementation for non-negative lasso, but not sure if it is right. Any idea where can I find unit tests to verify my code?

Answer 1

I am not sure this is the best place to ask this kind of questions... However, you can use the glmnet package, in R and run a LASSO with the package. Then, saving the data (csv per example), you can run your own algorithm and compare the estimated coefficients. Be careful though, glmnet handles pretty much all the scaling for you (even the answer can be rescaled, more information here : Lasso centering and standarization with R)