# Would it be wrong if I use lasso in the following way?

Lets say i don't want to spend much time on feature engineering or thinking about what features to include/exclude, instead i include every feature that i find remotely relevant and then let lasso do the selection for me using cross validation.

I am not saying i will end up including millions of features and then make it computationally prohibitive. I am asking about the case of keeping the number of included features reasonable and then using that approach assuming that i only care about accuracy and interpretation is not of much importance to me.

On a side note, modern implementations of the LASSO are actually surprisingly computationally efficient and having $10^6$ features would not be too unreasonable.