Title: Lasso Regression
Slug: lasso_regression
Summary: How to conduct lasso regression in scikit-learn for machine learning in Python.
Date: 2017-09-18 12:00
Category: Machine Learning
Tags: Linear Regression
Authors: Chris Albon

Preliminaries



In [2]:

    
# Load library
from sklearn.linear_model import Lasso
from sklearn.datasets import load_boston
from sklearn.preprocessing import StandardScaler

Load Boston Housing Dataset



In [3]:

    
# Load data
boston = load_boston()
X = boston.data
y = boston.target

Standardize Features



In [4]:

    
# Standarize features
scaler = StandardScaler()
X_std = scaler.fit_transform(X)

Fit Ridge Regression

The hyperparameter, $\alpha$, lets us control how much we penalize the coefficients, with higher values of $\alpha$ creating simpler modelers. The ideal value of $\alpha$ should be tuned like any other hyperparameter. In scikit-learn, $\alpha$ is set using the alpha parameter.



In [5]:

    
# Create lasso regression with alpha value
regr = Lasso(alpha=0.5)

# Fit the linear regression
model = regr.fit(X_std, y)