LASSO parameter selection: lambda min vs lambda 1se

Question

[nuorain]

Hi, For most cases, I see people use lambda min. But in my case I chose to use lambda1se because the gene selected is less. Now the reviewer want me to justify it. Please tell me how to justify it. Thank you very much.

Answer 1

[Mensur Dlakic]

You are asking us to help you justify something after the fact. You seem to have picked a course of action arbitrarily, though that does not necessarily make it wrong. The important thing for the reviewer is to understand your choice. If you can't justify it beyond what you already explained to us, at the very least you should do it both ways and provide a comparison for the reviewer. Assuming you get a fair overlap between the two analyses, you can then say that you selected fewer genes.

If you want to eliminate the possibility of a prolonged back-and-forth with a reviewer, then you should probably do this in a way that is commonly accepted. Assuming we are not talking here about any physical work or any extra experiments, why not do it the way that will be less problematic for the reviewer?

[nuorain]

Thank you so much for your input!!!!