Podcast
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?
How does setting I ⊂ {1,..., K } impact the regression model?
How does setting I ⊂ {1,..., K } impact the regression model?
What does the LASSO regularization method do?
What does the LASSO regularization method do?
What is a notable feature of LASSO compared to ridge regression?
What is a notable feature of LASSO compared to ridge regression?
Signup and view all the answers
In the context of LASSO regularization, what does 'bet on sparsity' imply?
In the context of LASSO regularization, what does 'bet on sparsity' imply?
Signup and view all the answers
Which norm is used in LASSO regularization for penalizing the coefficients?
Which norm is used in LASSO regularization for penalizing the coefficients?
Signup and view all the answers
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?
Signup and view all the answers
Which operator is associated with LASSO in its full form?
Which operator is associated with LASSO in its full form?
Signup and view all the answers
'Post LASSO' follows what specific strategy after using LASSO for coefficient selection?
'Post LASSO' follows what specific strategy after using LASSO for coefficient selection?
Signup and view all the answers
'Endogeneity' in regression models refers to which of the following issues?
'Endogeneity' in regression models refers to which of the following issues?
Signup and view all the answers