What is Lasso (Least Absolute Shrinkage And Selection Operator) ?
Lasso (Least Absolute Shrinkage And Selection Operator) in statistics and machine learning is a regression analysis method that performs both variable selection and regularization in order to enhance the prediction accuracy and interpretability of the statistical model it produces. Lasso was originally formulated for least squares models and this simple case reveals a substantial amount about the behaviour of the … Read more