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animlbook
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AnIML
A book introducing machine learning to people with a wide array of backgrounds
https://animlbook.com/
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Write LASSO chapter
#6
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hschafer
closed
1 year ago
hschafer
commented
1 year ago
[x] Recap overfitting + regularization
[x] Feature selection overview (benefits, interpretability, sparisty)
[x] All subsets (an efficiency)
[x] Greedy algorithms
[x] Forward stepwise
[x] Alude to other forms
[ ] Regularization with Ridge for feature selection
[ ] LASSO
[ ] Demo
[ ] Sparsity (why?)
[ ] Choosing lambda (same)
[ ] Practicalities (debias lasso/feature selection)