AI Networking Cookbook: Practical recipes for AI-assisted network automation and development
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Schmelzer and Hastie prove that Markowitz's Critical Line Algorithm and the LASSO path trace the same curve. This companion note checks that result numerically with a stock LASSO solver, \texttt{lars\_path} from \texttt{scikit-learn}, and no portfolio software. It covers long--short portfolios under a leverage cap, fix...
Many statistical procedures compute an entire solution path rather than a single estimator. For one class the path is piecewise linear, traced corner to corner by an active-set homotopy. Two of its members coincide exactly: under $\Sigma=X^\top X$ and $\mu=X^\top y$ the gross-exposure-constrained mean--variance program...
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