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A regularization method for regression models that shrinks coefficients towards zero, making some of them equal to zero. Thus lasso performs feature selection.

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That may or may not be a good idea. The Lasso in logistic regression will select covariates based on an optimization problem where the objective function is based on the binomial deviance. If other … algorithms don't use that criteria, it may be the case that a feature which is selected out via lasso is useful in another algorithm. …
answered Dec 27 '18 by Demetri Pananos