For this question, upload the EXTENDED Boston data set using the commands below (you will need the mglearn library as in the Lab):

X,y = mglearn.datasets.load_extended_boston() X_train, X_test, y_train, y_test = train_test_split(X,y,random_state = 0)

Run a LASSO regression with tuning parameter alpha = 0.07. Which of the following statements is true?

Group of answer choices

The Lasso regression selects 15 features.

The Lasso regression selects 13 features.

The Lasso regression selects 23 features.

The Lasso regression selects 19 features.