r/MachineLearning - [D] Using lasso regression for selecting polynomial terms

It depends on what you are trying to do with this model. The question, as currently posed, might be better suited for /r/statistics. If you're just trying to maximize predictive accuracy, why use polynomial regression at all? Try a boosting tree. If you really care about explaining this model, you're doing statistical inference and this question is not well posed. Would it be "wrong" do use lasso to select your polynomial degree?