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Why by considering lasso regression, i.e.

$$\hat{\beta_1}, \hat{\beta_0} = arg\min_{\beta_0\, , \, \beta_1}\sum_{i=1}^n (y_i - \beta_1x_i -\beta_0)^2$$ with the constraint $\sum_{i=1}^p |\beta_i| \le\lambda$

we end up with sparsified coefficients?

Many thanks,

James

James Arten
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