The NFDA-Nonsmooth Feasible Directions Algorithm applied to construction of Pareto Fronts of Ridge and Lasso Regressions

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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Bibliographic Details
Main Author: W. P. Freire
Format: Article
Language:English
Published: Sociedade Brasileira de Matemática Aplicada e Computacional 2024-11-01
Series:Trends in Computational and Applied Mathematics
Subjects:
Ridge Regression. Lasso Regression. Multiobjective Optimization. Pareto Front.
Online Access:https://tema.sbmac.emnuvens.com.br/tema/article/view/1767
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