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Lasso (statistics)

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In statistics and machine learning, lasso (least absolute shrinkage and selection operator; also Lasso or LASSO) is a regression analysis method that performs both variable selection and regularization in order to enhance the prediction accuracy and interpretability of the resulting statistical model. It was originally introduced in geophysics, and later by Robert Tibshirani, who coined the term.

Lasso (statistics) - Wikipedia Jump to content From Wikipedia, the free encyclopedia Statistical method This article is about statistics and machine learning. For other uses, see Lasso (disambiguation) . In statistics and machine learning , lasso ( least absolute shrinkage and selection operator ; also Lasso , LASSO or L1 regularization ) [ 1 ] is a regression analysis method that performs both variable selection and regularization in order to enhance the prediction accuracy and interpretability of the resulting statistical model . The lasso method assumes that the coefficients of the linear m

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