# Questions tagged [lasso]

Use for questions about Lasso (least absolute shrinkage and selection operator), the regularization method for regression models.

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### Why does Lasso behave “erratically” when the number of features is greater than the number of training instances?

From the book "Hands-on Machine Learning with Scikit-Learn and TensorFlow 2nd edition" chapter 4: In general, Elastic Net is preferred over Lasso since Lasso may behave erratically when the ...
62 views

### LASSO remaining features for different penalisation

I am using the sklearn LASSOCV function and I am changing the penalisation parameter in order to adjust the number of features killed off. For example for $\alpha = 0.01$ I have 55 features remaining ...
76 views

### For a square matrix of data, I achieve $R^2=1$ for Linear Regression and $R^2=0$ for Lasso. What's the intuition behind?

For a square matrix of random data, N columns and N rows. I am fitting two models, linear regression and Lasso. For the linear regression, I achieve a perfect score in train set, while in the Lasso I ...
51 views

### Why do you need to use group lasso with categorical variables?

From what I've read you should you use group lasso to either discard the dummy encoded variables (of the category) or use all of them. If you use normal lasso then some of the variables in the group ...
18 views

### How is learning rate calculated in sklearn Lasso regression?

I was applying different regression models to Kaggle Housing dataset for advanced regression. I am planning to test out lasso, ridge and elastic net. However, none of these models have learning rate ...
15 views

### When should we start using stacking of models?

I am solving a Kaggle contest and my single model has reached score of 0.121, I'd like to know when to start using ensembling/stacking to improve the score. I used lasso and xgboost and there ...
24 views

### Normalisation results in R^2 score of 0 - Lasso regression

I am running a regression analysis on a 7000 row dataset with a train/test split of 70%/30%. I am using one variable X to predict a variable ...
13 views

### Lasso stricter with more data

I am currently analyzing investment strategies, and have implemented a backtest accordingly. This essentially means that I predict returns each month by using all prior historical data. Consequently, ...
31 views

### Scikit-compatible network lasso implementation

Is anyone aware of a scikit-compatible network Lasso (nLasso) implementation? These papers have source code as well: D. Hallac, J. Leskovec, and S. Boyd, “Network lasso: Clustering and ...
101 views

### What happens when scikit-learn does a Lasso Model?

I have started an MLS course. As a beginner and non-mathematician it has been hard. I am trying to understand the exercise about Lasso Models. I have done Lasso models on R-cran, but this is my first ...