On using the lasso_stability_path, some paths in my feature set have a
bell-curve shape. How should I interpret this?
The real problem is that I don't have a quantitative understanding of this
(yet). Many of my feature sets have the shape shown in the sklearn manual,
but one particular - not so great set - gives me some paths that have a
bell-curve shape. What's the explanation for this? I'm referring to charts
similar to:
http://scikit-learn.org/stable/_images/plot_sparse_recovery_1.png
In some cases, all the paths are bunched up and have the same shape -
nothing like the 'relevant features' in the link above. Is there something
I can tweek to tease out the most important set of variables?
Best regards.
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