Could you discuss the criteria you use when choosing between Ridge and Lasso regression for a specific problem?

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Anonymous · Accepted Answer

Lasso regression uses an L1 norm on it's regularization term, thus allowing the
model to set weights to zero if necessary. Ridge regression on the other hand
uses the L2 norm, preventing the model from completely zero'ing out a feature.
Ridge regression is preferred when all features are important, and LASSO is
preferred if  you are not sure if all features are applicable to the result.

Could you discuss the criteria you use when choosing between Ridge and Lasso regression for a specific problem?

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