Machine Learning, Linear Regression, Data Science, Artificial Intelligence.
@ (y - x_minus_j@betas_minus_j)) / ( x_j.T@x_j)) if include_bias and j == 0: betas[j] = z_j else: betas[j] = soft_threshold(z_j, 0.5) return betas Lasso regularization effect Lasso, will enforce sparsity in the model, pushing some of the weights to be exactly zero, acting as an automatic feature