📖 The Lasso
The lasso minimizes $\\sum_{i=1}^{n}(y_i - \\beta_0 - \\sum_{j=1}^{p}\\beta_j x_{ij})^2 + \\lambda\\sum_{j=1}^{p}|\\beta_j|$. Unlike ridge, lasso can force coefficients exactly to zero, performing variable selection.
From: Intro to Statistical Learning
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