Study of model evaluation method and of selection method of tuning parameter in Lasso
Study of model evaluation method and of selection method of tuning parameter in Lasso
High-dimensional data sets have been used extensively in recent years. However, their use is computationally expensive, and model features are difficult to capture. Thus, it is necessary to construct a simple and appropriate model. The least absolute shrinkage and selection operator (Lasso) can estimate several regression coefficients as exactly zero, …