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.gramf...@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 > > _______________________________________________ > scikit-learn mailing list > scikit-learn@python.org > https://mail.python.org/mailman/listinfo/scikit-learn >
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