Ridge and Lasso Regression: L1 and L2 Regularization

Complete Guide Using Scikit-Learn

Moving on from a very important unsupervised learning technique that I have discussed last week, today we will dig deep in to supervised learning through linear regression, specifically two special linear regression model — Lasso and Ridge regression.

As I’m using the term linear, first let’s clarify that linear models are one of the simplest way to predict output using a linear function of input features.