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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Hlavní autor:	W. P. Freire
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	Sociedade Brasileira de Matemática Aplicada e Computacional 2024-11-01
Edice:	Trends in Computational and Applied Mathematics
Témata:	Ridge Regression. Lasso Regression. Multiobjective Optimization. Pareto Front.
On-line přístup:	https://tema.sbmac.emnuvens.com.br/tema/article/view/1767
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