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We Code the least angle regression solution (LARS) path by hand for an example(p=5), then we compute the solution of LARS for a dataset. Finally we do the same for LASSO path and compare it with LARS.
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LARS and LASSO paths can only differ when a coefficient’s value crosses zero. In other words, When coefficient’s value do not crosses zero. LARS and LASSO paths will be exactly same. Consequently , we make plot of the coefficients for both LASSO and LARS to compare the LARS and LASSO path.
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R Libraries used lars and glmnet
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Arek-KesizAbnousi/LASSO-vs-LeastAngleRegression
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Code of the least angle regression solution path by hand for an example( p=5). Then we compute the solution path for a dataset and compare it with the LASSO path.
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