Introduction
Ridge shrinks weights. Lasso goes further: it can push the weights of unhelpful features to exactly zero, removing those features from the model entirely.
Imagine packing for a trip with a strict weight limit:
- Ridge says "take a smaller version of everything."
- Lasso says "leave the things you don't really need at home."
That makes Lasso a built-in feature selector. Its name stands for Least Absolute Shrinkage and Selection Operator.