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Questions and Answers
What is the purpose of minimizing empirical risk over the hypothesis space?
What is the purpose of minimizing empirical risk over the hypothesis space?
- To include all regressors (correct)
- To exclude all regressors
- To control complexity
- To introduce endogeneity
How does setting I ⊂ {1,..., K } impact the regression model?
How does setting I ⊂ {1,..., K } impact the regression model?
- Excludes some regressors (correct)
- Introduces endogeneity
- Controls complexity
- Includes all regressors
What does the LASSO regularization method do?
What does the LASSO regularization method do?
- Shrinks some coefficients to zero (correct)
- Shrinks all coefficients towards zero
- Increases all coefficients uniformly
- Expands the model complexity
What is a notable feature of LASSO compared to ridge regression?
What is a notable feature of LASSO compared to ridge regression?
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In the context of LASSO regularization, what does 'bet on sparsity' imply?
In the context of LASSO regularization, what does 'bet on sparsity' imply?
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Which norm is used in LASSO regularization for penalizing the coefficients?
Which norm is used in LASSO regularization for penalizing the coefficients?
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What is the function of the regularization parameter (λ) in the LASSO method?
What is the function of the regularization parameter (λ) in the LASSO method?
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Which operator is associated with LASSO in its full form?
Which operator is associated with LASSO in its full form?
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'Post LASSO' follows what specific strategy after using LASSO for coefficient selection?
'Post LASSO' follows what specific strategy after using LASSO for coefficient selection?
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'Endogeneity' in regression models refers to which of the following issues?
'Endogeneity' in regression models refers to which of the following issues?
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