Lasso results are different from LightGBM/RF/Xgboost

[victoriasunsun]

Hi, the DML package is really useful for me and I am using it to conduct my master thesis. I have tried LightGBM/RF/Xgboost/Lasso for learners. The results of LightGBM/RF/Xgboost are similar but the results of Lasso is rather different. The following is a part of the results. Can you help me with that issue?

indicators	Lasso	lightGBM	Xgboost	RF
a	-0.105	-13.424***	-13.410***	-13.025***
b	0.001	0.265***	0.275***	0.259***
c	0.003	0.186***	0.187***	0.185***
d	-0.017	20.600***	21.417***	20.165***
e	1.701	13.227***	13.282***	12.853***
f	16.672	10.549*	15.637**	8.339

[PhilippBach]

We moved this discussion to the discussions section of the R package, see DoubleML/doubleml-for-r#149