Lasso是传统的回归模型基础上添加了一个 L1范数，也称之为L1正则化。Lasso给简单线性回归加了 L1 正则化，可以将不重要变量的系数收缩到 0 ，从而实现特征选择。Lasso由于其完备的理论支持和快速的效率，在学术界和工业界十分常用。 https://www.zhihu.com/topic/20659986

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