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I am utilizing Lasso for function variety and wish to choose the lambda that produces the lowest mistake. the info set I am utilizing has 500 samples which is imbalanced. I need recommendations about setting the range of lambda values and determining around the number of lambdas to deliver for cross-validation.
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I have employed the standardized educate details established in Lassocv to get optimal lambdas then computed MSE with standardized examination information for every best lambda equipped/corresponding lasso model. Then I selected the lambda Using the the very least MSE. $endgroup$
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