Browsing by Author "Stetsyuk, Petro"

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    Using the Ellipsoid Method to Find Parameters of Lasso and Ridge Regressions [Articol]
    (2024) Stetsyuk, Petro; Khomiak, Olha
    We consider the optimization problem for finding the parameters of a linear regression according to the criterion of the least moduli powered to p (1 ≤ p ≤ 2) with the regularization of parameters according to the criterion of the least moduli powered to q (1 ≤ q ≤ 2). Its partial cases are lasso regression and ridge regression, as well as least squares method and the least moduli method. An algorithm for solving the problem is developed based on the well-known ellipsoid method.