Machine Learning for Data Analysis（3） Lasso Regression Model套索回归

I am using Python 3.7, Windows 10, Anaconda.
The data set tree_addhealth.csv and the code are from the course Machine Learning for Data Analysis 
https://www.coursera.org/learn/machine-learning-data-analysis

#from pandas import Series, DataFrame
import pandas as pd
import numpy as np
import matplotlib.pylab as plt
#from sklearn.cross_validation import train_test_split
from sklearn.model_selection import KFold
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LassoLarsCV
 
#Load the dataset
data = pd.read_csv("tree_addhealth.csv")

#upper-case all DataFrame column names
data.columns = map(str.upper, data.columns)

# Data Management
data_clean = data.dropna()
#create a variable for gender called male, 0 for female and 1 for male, like the other binary variables.
recode1 = {1:1, 2:0}
data_clean['MALE']= data_clean['BIO_SEX'].map(recode1)

#select predictor variables and target variable as separate data sets  
predvar= data_clean[['MALE','HISPANIC','WHITE','BLACK','NAMERICAN','ASIAN',
'AGE','ALCEVR1','ALCPROBS1','MAREVER1','COCEVER1','INHEVER1','CIGAVAIL','DEP1',
'ESTEEM1','VIOL1','PASSIST','DEVIANT1','GPA1','EXPEL1','FAMCONCT','PARACTV',
'PARPRES']]

target = data_clean.SCHCONN1
 
# standardize predictors to have mean=0 and sd=1
predictors=predvar.copy()
from sklearn import preprocessing
predictors['MALE']=preprocessing.scale(predictors['MALE'].astype('float64'))
predictors['HISPANIC']=preprocessing.scale(predictors['HISPANIC'].astype('float64'))
predictors['WHITE']=preprocessing.scale(predictors['WHITE'].astype('float64'))
predictors['NAMERICAN']=preprocessing.scale(predictors['NAMERICAN'].astype('float64'))
predictors['ASIAN']=preprocessing.scale(predictors['ASIAN'].astype('float64'))
predictors['AGE']=preprocessing.scale(predictors['AGE'].astype('float64'))
pre