Fitting a LASSO regression model and publishing to Azure ML using R

By for March 30, 2016

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Fit a LASSO model to data, then publish the model to AzureML as a web service.
LASSO, the Least Absolute Shrinkage and Selection Operator, is one of the model complexity control techniques like variable selection and ridge regression. In this notebook you use the glmnet package to estimate a LASSO regression model, then publish the model as a web service to Azure ML studio.