How to force Predict to use L1 Regularization for regression ?

mostafamvb (Neo (Mostafa) Mohsenvand) December 10, 2014, 8:30pm 1

I realized that the linear regression can also use L1-regularization. But I could not find a way to force it to do so. I could specify the method to be Linear Regression but could not define a prior.

In general, what is the way to define a prior for the Predict[] function ?

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How to force Predict to use L1 Regularization for regression ?

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