We give a fully discrete soft thresholding polynomial approximation over a general region, named Lasso hyperinterpolation. This approximation is an ℓ1-regularized discrete least squares approximation under the same conditions of hyperinterpolation. Lasso hyperinterpolation also uses a high-order quadrature rule to approximate the Fourier coefficients of a given continuous function with respect to some orthonormal basis, and then it obtains its coefficients by acting a soft threshold operator on all approximated Fourier coefficients. Lasso hyperinterpolation is not a discrete orthogonal projection, but it is an efficient tool to deal with noisy data. The principal results of this paper are twofold: the norm of the Lasso hyperinterpolation operator is bounded independently of the polynomial degree, which is inherited from hyperinterpolation; and the L2 error bound of Lasso hyperinterpolation is less than that of hyperinterpolation when the level of noise becomes large, which improves the robustness of hyperinterpolation. Explicit constructions and corresponding numerical examples of Lasso hyperinterpolation over intervals, discs, spheres, and cubes are given.

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