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)

(NOTE: You can also simply use the EXTENDED Boston data set with X1, X2 vars as used in CLASS, this is the same dataset and identical except for headers)

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 19 features.

The Lasso regression selects 23 features.

The Lasso regression selects 15 features.

The Lasso regression selects 13 features.