Lasso Regression Explained | Python Machine Learning with Scikit-Learn

Stats & Analytics Primer October 3, 2025
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Welcome to Stats & Analytics Primer! Dive into the world of Statistics, Data Analytics, and Machine Learning. Here you will find videos that cover from foundational concepts to advanced techniques. Whether you are just starting out or aiming to deepen your expertise in any of these three areas, you will find clear, practical explanations and hands-on examples using R and Python.

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In this video, I demonstrate how to fit a multiple linear regression model using the LASSO method in scikit-learn. I used Google Colab to create a Python notebook and run all the code. Here you have links to the Python notebook and the data file I used in the video: Notebook: https://drive.google.com/file/d/1ZeQHsvdntUbIuXz1K56zSXiBKbQ6Gmxu/view?usp=sharing Data file: https://drive.google.com/file/d/136fAH_Jy7_y_pBakhiaNx0LMoAVckhfO/view?usp=sharing In this video, you will learn how to: Follow the standard steps recommended when fitting a machine learning model. Experiment with different regularization strengths in LASSO and select the best option using cross-validation. Extract regression coefficients from the LASSO solution to assess the importance of each feature. Evaluate the prediction error of the LASSO solution in the context of the problem under investigation.

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