- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 6. Machine Learning
- Subject 3. Supervised Machine Learning Algorithms
CFA Practice Question
LASSO (least absolute shrinkage and selection operator) is a popular type of ______.
B. support vector machine
C. classification and regression tree
A. penalized regression
B. support vector machine
C. classification and regression tree
Correct Answer: A
LASSO is a popular type of penalized regression. In LASSO, the penalty term involves summing the absolute values of the regression coefficients. The greater the number of included features, the larger the penalty. So, a feature must make a sufficient contribution to model fit to offset the penalty from including it.
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