Work

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

Year: 2024

Type: article

Abstract: 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 regression models from which the best one can be selected. We employ the NFDA-Nonsmooth Feasible Directions Algorithm devised for solving convex optimization problems to construct the Pareto fronts of Ridge and Lasso when regarded as bi-objective problems.

Source: Trends in Computational and Applied Mathematics

DOI: 10.5540/tcam.2024.025.e01767

Author: W. P. Freire

Institution: Universidade Federal de Juiz de Fora

Language: English

Topic: Advanced Multi-Objective Optimization Algorithms

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: diamond

Funders: University of South Australia, Universidade Federal de Juiz de Fora, Division of Mathematical Sciences

OpenAlex ID: W4407092909

FWCI: 0.201

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Cited by: 1

Related to: 10