Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
A regularization method for regression models that shrinks coefficients towards zero, making some of them equal to zero. Thus lasso performs feature selection.
3
votes
1
answer
820
views
For LASSO, what is the best alternative when a held out test set is not viable?
Looking elsewhere, I see that step-wise regression is not advised, and that instead LASSO is reasonably well regarded. … In step 3., the LASSO could be selecting different features in each fold, so how do I determine which features are interesting? …