Feature-Selection on The Standard Errorhttps://jongha-jeon-dev.github.io/standarderror/tags/feature-selection/Recent content in Feature-Selection on The Standard ErrorHugo -- 0.123.7en-gbThu, 08 Oct 2026 00:00:00 +0000ML 8: Cross-Validated Lasso Is Tuned to Predict, Not to Selecthttps://jongha-jeon-dev.github.io/standarderror/lectures/ml-8-selection/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-8-selection/The lasso is used to find the features that matter. Tuned by cross-validation it keeps pure noise, cannot tell a feature from a correlated stand-in, and on real data keeps features whose sign it cannot decide.