Lasso Regression Explained | Python Machine Learning with Scikit-Learn

Published: 03 October 2025
on channel: Stats & Analytics Primer

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/1ZeQH...

Data file:
https://drive.google.com/file/d/136fA...

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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