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Assume I have a couple of variables in X and one variable in y. I wanna fit a Lasso (could be a simple OLS with a fixed lambda) and then get the inference for all the coefs. How could I do that? I've lost after reading the doc.
The text was updated successfully, but these errors were encountered:
Could you please add a simple example for Lasso?
Assume I have a couple of variables in X and one variable in y. I wanna fit a Lasso (could be a simple OLS with a fixed lambda) and then get the inference for all the coefs. How could I do that? I've lost after reading the doc.
The text was updated successfully, but these errors were encountered: