Feature selection with Lasso in Python

Lasso is a regularization constraint introduced to the objective function of linear models in order to prevent overfitting of the predictive model to the data. The name Lasso stands for Least Absolute Shrinkage and Selection Operator.

It turns out that the Lasso regularization has the ability to set some coefficients to zero. This means that Lasso can be used for variable selection in machine…

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Data scientist, book author, online instructor (www.trainindata.com) and Python open-source developer. Get our regular updates: http://eepurl.com/hdzffv

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Sole from Train in Data

Sole from Train in Data

1.1K Followers

Data scientist, book author, online instructor (www.trainindata.com) and Python open-source developer. Get our regular updates: http://eepurl.com/hdzffv