Explore sparse regression and the LASSO algorithm in this informative 28-minute video lecture by Steve Brunton. Delve into the importance of building interpretable and robust models with minimal variables in data science and machine learning. Learn about Tibshirani's original LASSO paper and gain insights from Chapter 3 of "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control." Access additional resources, including the book's website, PDF, and Amazon link, to further enhance your understanding of this crucial topic in statistical modeling.