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Exercise

Tuning the penalty

Confident that Lasso is a sensible approach to reducing the number of features of your model while maintaining acceptable performance, you want to tune the model by choosing the best penalty value. A basic recipe along with the train and test splits are loaded in your environment.

Instructions

100 XP
  • Set up your model so that the penalty is tuned automatically.
  • Configure a penalty grid with 30 levels.