Lasso regularization

In the previous lesson, you covered an important aspect of machine learning interview questions by practicing various feature selection techniques.

In this exercise, you will build on your knowledge of feature selection and perform all the steps in the machine learning pipeline by trying out Lasso Regularization.

All relevant packages have been imported for you, as well as the feature matrix X and target variable y. You've come a long way!

You're now performing all of the steps in the machine learning pipeline - importing modules, preprocessing steps, instantiating estimators, train/test split, cross validating, tuning hyperparameters, then fitting, predicting and evaluating. You've come a long way!

Import the functions needed for regular and cross-validated Lasso Regression, as well as mean squared error.

Exercise

Lasso regularization

Instructions 1/4