Please use this identifier to cite or link to this item:
http://repositorio.ufla.br/jspui/handle/1/39062| Title: | Contribuição à geometria analítica dos estimadores LASSO e Elastic Net |
| Other Titles: | Contribution to the analytical geometry of estimators LASSO and Elastic Net |
| Authors: | Chaves, Lucas Monteiro Santos, Gérson Rodrigues dos Ferreira, Daniel Furtado Souza, Devanil Jaques de Barroso, Camila Marques |
| Keywords: | Estimadores Ridge Geometria de modelos lineares Estimadores de encolhimento Modelos lineares Ridge estimator Geometry of linear models Shrinkage estimators Linear models Least Absolute Shrinkage and Selection Operator (LASSO) |
| Issue Date: | 20-Feb-2020 |
| Publisher: | Universidade Federal de Lavras |
| Citation: | CARVALHO, L. D. de. Contribuição à geometria analítica dos estimadores LASSO e Elastic Net. 2020. 84 p. Tese (Doutorado em Estatística e Experimentação Agropecuária)–Universidade Federal de Lavras, Lavras, 2020. |
| Abstract: | The estimation and variable selection methods in the linear models LASSO (Least Absolute Shrinkage and Selection Operator) (1996) and Elastic Net (2005) have been widely used. The estimators are usually presented as a solution to variational problems. In this study, a geometric approach was proposed. Such approach allowed obtaining properties related to the analytical geometry of the method of construction which showed a close relationship between the Elastic Net estimator and the Ridge estimator. An algorithm to obtain the LASSO estimator is also presented. |
| URI: | http://repositorio.ufla.br/jspui/handle/1/39062 |
| Appears in Collections: | Estatística e Experimentação Agropecuária - Doutorado (Teses) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| TESE_Contribuição à geometria analítica dos estimadores LASSO e Elastic Net.pdf | 3,69 MB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.