LASSO - Definition, Estimation, Uses and Geometry
Por um escritor misterioso
Descrição
LASSO, short for Least Absolute Shrinkage and Selection Operator, is a statistical formula whose main purpose is the feature selection
![LASSO - Definition, Estimation, Uses and Geometry](https://online.stat.psu.edu/onlinecourses/sites/stat508/files/lesson05/image_09.gif)
5.4 - The Lasso
![LASSO - Definition, Estimation, Uses and Geometry](https://upload.wikimedia.org/wikipedia/commons/thumb/0/0a/Laplace_pdf_mod.svg/220px-Laplace_pdf_mod.svg.png)
Lasso (statistics) - Wikipedia
![LASSO - Definition, Estimation, Uses and Geometry](https://media.cheggcdn.com/media/db3/db39e2e5-eb5e-4129-acaa-7875434fd73f/php8XiRyw.png)
1. The lasso estimator can be hard to understand
![LASSO - Definition, Estimation, Uses and Geometry](https://online.stat.psu.edu/onlinecourses/sites/stat508/files/lesson04/ordinary_lasso.png)
5.4 - The Lasso
On the equivalency between frequentist Ridge (and LASSO) regression and hierarchial Bayesian regression
![LASSO - Definition, Estimation, Uses and Geometry](https://www.atakanekiz.com/en/technical/understanding-lasso-and-ridge-regression/index.en_files/figure-html/colinearity-1.png)
Understanding Lasso and Ridge Regression
![LASSO - Definition, Estimation, Uses and Geometry](https://image.slidesharecdn.com/12-150223090734-conversion-gate01/85/data-science-part-xii-ridge-regression-lasso-and-elastic-nets-33-320.jpg?cb=1666250633)
Data Science - Part XII - Ridge Regression, LASSO, and Elastic Nets
![LASSO - Definition, Estimation, Uses and Geometry](https://pub.mdpi-res.com/sensors/sensors-16-01549/article_deploy/html/images/sensors-16-01549-g011.png?1474955224)
Sensors, Free Full-Text
![LASSO - Definition, Estimation, Uses and Geometry](https://media.springernature.com/full/springer-static/image/art%3A10.1038%2Fs41598-022-09415-2/MediaObjects/41598_2022_9415_Figa_HTML.png)
A greedy regression algorithm with coarse weights offers novel advantages
![LASSO - Definition, Estimation, Uses and Geometry](https://miro.medium.com/v2/resize:fit:1400/1*5qzq8huuwHjUimCEvh_22Q.png)
Porting Ideas to Math: A Step-by-Step Derivation of Graphical Lasso, by Jason X. Yang
![LASSO - Definition, Estimation, Uses and Geometry](https://media.geeksforgeeks.org/wp-content/uploads/20200304162359/Screenshot-2020-03-04-at-9.53.13-PM.png)
Lasso vs Ridge vs Elastic Net
![LASSO - Definition, Estimation, Uses and Geometry](https://media.springernature.com/lw685/springer-static/image/art%3A10.1007%2Fs00245-019-09561-6/MediaObjects/245_2019_9561_Fig9_HTML.png)
Greedy Variance Estimation for the LASSO
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