What's wrong with linear lasso validation?

AI Machine Learning
1

Linear lasso reports completing validation successfully (in about 3 sec), yet the portfolio result looks like this;

image
image1674×702 54.7 KB

What's happening here?

2

It was talked about some in Linear Lasso and Regularised, but essentially all of the factors weights are probably zero. If you look at the post there is a recommendation to modify the model and reduce the regularization coefficient.

1 Like
3

Thanks, I'll check the thread and report back.