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10. Linear Regression
10.24. L1 LASSO
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Created by
Дарья Чернова
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Cards (6)
Какой штраф добавляет
L1
?
Штраф пропорционально
абсолютному
значению коэффициентов
Формула
штрафа
λ
Σ
j
=
1
p
∣
β
j
∣
\lambda \Sigma_{j=1}^p |\beta_j|
λ
Σ
j
=
1
p
∣
β
j
∣
К чему может приводить использование L1
К разреженным
моделям
с
нулевыми
коэффициентами
Откуда
импортируем Lasso?
sklearn.
linear
_model
Параметры LassoSV
eps
,
n
_alphas, cv, max_iter
Lasso
расшифровка
least absolute shrinkage and selection operator
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