The NFDA-Nonsmooth Feasible Directions Algorithm applied to construction of Pareto Fronts of Ridge and Lasso Regressions
Ridge and Lasso regressions are types of linear regression, a machine learning tool for dealing with data. Based on multiobjective optimization theory, we transform Ridge and Lasso regression into bi-objective optimization problems. The Pareto fronts of the resulting problems provide a range of reg...
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| Format: | Article |
| Language: | English |
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Sociedade Brasileira de Matemática Aplicada e Computacional
2024-11-01
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| Series: | Trends in Computational and Applied Mathematics |
| Subjects: | |
| Online Access: | https://tema.sbmac.emnuvens.com.br/tema/article/view/1767 |
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