Suppose we fit "Lasso Regression" to a data set, which has 100 features (X1,X2...X100). Now, we rescale one of these feature by multiplying with 10 (say that feature is X1), and then refit Lasso regression with the same regularization parameter. Now, which of the following option will be correct?
Suppose we fit "Lasso Regression" to a data set, which has 100 features (X1,X2...X100). Now, we rescale one of these feature by multiplying with 10 (say that feature is X1), and then refit Lasso regression with the same regularization parameter. Now, which of the following option will be correct? Correct Answer It is more likely for X1 to be included in the model
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Feb 20, 2025