Question #6

Reading: Reading 3 Machine Learning

PDF File: Reading 3 Machine Learning.pdf

Page: 3

Status: Unattempted

Correct Answer: B

Question
Considering the various supervised machine learning algorithms, a penalized regression where the penalty term is the sum of the absolute values of the regression coefficients best describes:
Answer Choices:
A. support vector machine (SVM)
B. least absolute shrinkage and selection operator (LASSO)
C. k-nearest neighbor (KNN)
Explanation
LASSO (least absolute shrinkage and selection operator) is a popular type of penalized regression in which the penalty term comprises summing the absolute values of the regression coefficients. The more included features, the larger the penalty will be. The result is that a feature needs to make a sufficient contribution to model fit to offset the penalty from including it.
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