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Would be good to add [Lasso]( http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.Lasso.html ).
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The main goal of this project is to understand and model the impact of new information in the price of an asset by using sentiment analysis approaches. After reading the midterm report, I considered t…
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#### Describe the issue linked to the documentation
Hello, the coef_ attribute from LassoLars returns the array of coefficients for the value of alpha given in parameter (1 by default). The coef_pa…
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# Why clipping is not as bad as it looks, and how we can use the features to make recommendations for better map-design.
## How the current predictor works
These features are used in the new di…
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In Chapter 1, paragraph "robustness", would be great to have examples of actually robust statistics (currently we only have ANOVA and bootstrapping). I think Matt you also mentioned regularization in …
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For fun I also borrowed some other data from [This Link](https://osf.io/dbn4k) and see how personality and test performance can be condensed to a dimensionally reduced model.
[personality_score.csv](…
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### Problem
``LogisticGroupLasso`` doesn't give the same regression coefficient as scikit-learn ``LogisticRegression`` when fitted on groups with size 1.
### Expected behavior
Group logistic regr…
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## Introduction
This branch was initially created to work on the project's notebook, aiming to record the process comprehensively. However, upon review, I identified gaps in our analysis, particula…
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`B_full = M * B_reduced`
example: MNLogit reduced to stereotype Logit, `slogit` in Stata
but this also has the same structure as cointegrating regression (VAR).
see slogit references, and similar m…
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### Describe the issue linked to the documentation
```py
model = make_pipeline(StandardScaler(), LassoCV(cv=20)).fit(X, y)
```
Optimizing Alpha for lasso involves data leakage because standard…