In Part One of the LASSO (Least Absolute Shrinkage & Selection Operator) regression tutorial, I demonstrate how to train a LASSO regression model in R using k-fold cross-validation using training data and how to evaluate the final model using hold-out test data. You can find Part Two here:
https://youtu.be/NUfbl7ijZ0Q.
For a conceptual overview of LASSO regression, please see the following video:
https://youtu.be/hZHcmLW5JO8.
Other videos from my "R Tutorials" playlist can be found here: https://www.youtube.com/playlist?list=PLKkRkURCtPjCJOZHskCoyJCPb8wMDs2CW
The data file(s) referenced in this R tutorial (and other R tutorials on this playlist) can be downloaded as a compressed (zipped) folder by visiting the following link: https://github.com/davidcaughlin/R-Tutorial-Data-Files.git. Click "Clone or Download" followed by "Download ZIP".