LASSO – A Regularization Method

Least Absolute Shrinkage and Selection Operator (LASSO) The lasso is a regularization process which minimizes the residual sum of squares and tends to produce the coefficients of some features to be absolutely zero.┬áThe lasso penalties are useful for fitting a wide variety of models. Data analysts are not satisfied with the OLS (Ordinary Least Square)…
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February 14, 2019 0