LASSO and Elastic Net Tend to Over-Select Features
Machine learning methods have been a standard approach to select features that are associated with an outcome and to build a prediction model when the number of candidate features is large. LASSO is one of the most popular approaches to this end. The LASSO approach selects features with large regres...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-08-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/17/3738 |