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Results tagged with lasso
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user 100345
A regularization method for regression models that shrinks coefficients towards zero, making some of them equal to zero. Thus lasso performs feature selection.
3
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0
answers
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Why does lasso return unstable features when using the same data?
It is a very noisy data (market and economic data) To my best knowledge, lasso returns same features for the same data set. However, I don't observe this through my runs. … return features
print('Performing LASSO feature selection...')
X_train = self. …
- 219
3
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3
answers
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LASSO or random forest (RF) to use for variable selection when having highly correlated feat...
I know that LASSO can be used to shrink feature set since it can set coefficients to zero depending on the penalization weight. … Considering that LASSO gives stable results for the same data-set, first I am planning to use it to shrink the feature set (from 1000 to 100) and then apply RF for the variable importance. …
- 219