Lasso原理
Lasso与弹性拟合比较python实现
import numpy as np
import matplotlib.pyplot as plt
from sklearn.metrics import r2_score
#def main():
# 产生一些稀疏数据
np.random.seed(42)
n_samples, n_features = 50, 200
X = np.random.randn(n_samples, n_features) # randn(...)产生的是正态分布的数据
coef = 3 * np.random.randn(n_features)
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