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Tag: Machine Learning

LASSO Regression in VBA

January 3, 2016

Previously I discussed the benefit of using Ridge regression and showed how to implement it in Excel. In this post I want to present the LASSO model which stands for Least Absolute Shrinkage and Selection Operator. We are again trying to penalize the size of the coefficients just as we did with ridge regression but … More LASSO Regression in VBA

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