math319 M020 LASSO regression intro
How can we get an automated estimate of which columns can be ignored in a multiple regression? This video introduces the LASSO method.
https://en.wikipedia.org/wiki/Lasso_(...)
Like anything, it has some drawbacks:
https://stats.stackexchange.com/quest...
LASSO is a "regularization" method, and those are important in neural networks for avoiding overfitting.