Lasso model selection: AIC-BIC / cross-validation

Note Go to the end to download the full example code. or to run this example in your browser via JupyterLite or Binder Lasso model selection: AIC-BIC / cross-validation# This example focuses on model selection for Lasso models that are linear models with an L1 penalty for regression problems. Indeed, several strategies can be used to select the value of the regularization parameter: via cross-vali