Professional paper
LASSO Regression
Nikola Kraljević
; student, Fakultet elektrotehnike i računarstva u Zagrebu, Sveučilište u Zagrebu
Igor Velčić
orcid.org/0000-0003-2494-2230
; Zavod za primijenjenu matematiku, Fakultet elektrotehnike i računarstva u Zagrebu, Sveučilište u Zagrebu
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* Corresponding author.
Abstract
This paper gives a comparison between the Ridge and Lasso regression methods. We also explain the coordinate descent algorithm used for the estimation of the parameters in Lasso regression. The properties of both models are demonstrated on simulated data, as well as the application of the Bootstrap method for the Lasso model.
Keywords
linear regression, lasso regression, ridge regression, sparse data
Hrčak ID:
340961
URI
Publication date:
10.12.2025.
Visits: 498 *