Lasso on The Standard Errorhttps://jongha-jeon-dev.github.io/standarderror/tags/lasso/Recent content in Lasso on The Standard ErrorHugo -- 0.123.7en-gbThu, 08 Oct 2026 00:00:00 +0000ML 7: Change a Feature's Units and the Lasso Changes Its Mindhttps://jongha-jeon-dev.github.io/standarderror/lectures/ml-7-units/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-7-units/A penalty strength is taught as a property of the model. A lasso penalty is a price per unit of coefficient, so a feature's units decide what it pays - and whether it stays.ML 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.