[scikit-learn] LASSO: Predicted values show negative correlation with observed values on random data

[Martin Watzenboeck]

Hi Alex,

Thanks a lot for the answer! That does indeed explain this phenomenon.
Also, I know see that with my data I can get meaningful LASSO predictions
by tuning the alpha parameter.

Cheers,
Martin

Am Di., 2. Apr. 2019 um 21:33 Uhr schrieb Alexandre Gramfort <
alexandre.gramfort at inria.fr>:

> in your example with random data Lasso leads to coef_ of zeros so you get
> as prediction : np.mean(Y[train])
>
> you'll see the same phenomenon if you do:
>
> pred = np.r_[pred, np.mean(Y[train])]
>
> Alex
>
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