!!! 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: [{ReferringPagesPlugin before='*' after='\n' }]