In LASSO, does it make sense to choose lambda based on the mean error associated with different lambda values, over multiple cross-validations?
104131
LASSO: selection of penalty term: "one-standard-error" rule
98605
Ridge/Lasso regression negative Lambda
105828
Diagnostics and residual analysis for Poisson regression
117722
Interplay between early stopping and cross validation
84290
Testing for coefficients significance in Lasso logistic regression
112590
How to deal with multicollinearity when performing variable selection?
83655
Assumptions behind cross-validation
136468
How to obtain optimal hyperparameters after nested cross validation?
25409
Why does k-fold cross validation generate an MSE estimator that has higher bias, but lower variance then leave-one-out cross-validation?
154377
What causes lasso to be unstable for feature selection?
34737
Optimal number of folds in $K$-fold cross-validation: is leave-one-out CV always the best choice?
134716
Simultaneous fit to three datasets with measurement errors using different models but same parameters
29443
Cross Validation for mixed models?
68703
Is there a clear set of conditions under which lasso, ridge, or elastic net solution paths are monotone?
88260
LASSO: Deriving the smallest lambda at which all coefficient are zero
146008
Why do we usually choose to minimize the sum of square errors (SSE) when fitting a model?
34923
How does leave-one-out cross-validation work? How to select the final model out of $n$ different models?