Joint Feature Selection With Multi-Task Lasso

# Introduction In this lab, we will explore how to perform joint feature selection using the multi-task Lasso algorithm. We will use scikit-learn, a popular Python machine learning library, to generate some sample data and fit models to it. We will then plot the results of the models to see how they compare. ## VM Tips After the VM startup is done, click the top left corner to switch to the **Notebook** tab to access Jupyter Notebook for practice. Sometimes, you may need to wait a few seconds for Jupyter Notebook to finish loading. The validation of operations cannot be automated because of limitations in Jupyter Notebook. If you face issues during learning, feel free to ask Labby. Provide feedback after the session, and we will promptly resolve the problem for you.

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