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Least Absolute Shrinkage and Selection Operator
Least Absolute Shrinkage and Selection Operator

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!!! Overview
[{$pagename}] ([LASSO]) is a shrinkage and selection method for [Linear Regression].
[{$pagename}] minimizes the usual [Residual Sum of Squares] ([RSS]), with a bound on the sum of the absolute values of the coefficients.
[{$pagename}] has connections to soft-thresholding of wavelet coefficients, forward stagewise regression, and boosting methods.
!! [{$pagename}] [Regularization]
[{$pagename}] is used as a [Regularization] method to also minimize the absolute sum of the coefficients (called L1 [Regularization]).
!! More Information
There might be more information for this subject on one of the following:
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This page (revision-1) was last changed on 29-Nov-2024 16:16 by UnknownAuthorTop