Lecture 21: LASSO

In this video, I discuss LASSO, Ridge and Variable Selection. These are estimators that are suitable in high-dimensional settings, i.e. when the number of variables is large.

[emredunder]

Thanks for the video. But I would like to ask, whether if we can find the exact bias in lasso? Best regards.

[tornadofdeth]

For the potential regressor combinations, is it 20! ?

[cemtekesin]

Thank you very much for the easy and intuitive explantation.