Hyperparameter tuning by train-validation-test split – process & example
implementing Lasso regression with train-validation-test split and finding the optimal regularization parameter. In Python, it involves splitting the data, training Lasso model with different alpha values, finding the best alpha, retraining the model, and evaluating on the test set. In R, it includes data splitting, training Lasso models, finding the best lambda, retraining, and testing.