How to pronounce“lasso”in English

The lasso, usually we think of it as a method for prediction.

The lasso, here's the loss function, that's in red.

the lasso, or to estimate average treatment effects there instead of things like crease or forest or boosting like you would in a nonparametric setting.

The LASSO fits a linear regression with the additional constraint that the coefficients aren't allowed to be too large.

The LASSO instead says, let's only use a subset of those by putting a penalty.

So what Lasso does is automates this largely manual process to make financial sense for

we tried both the lasso and boost.