Questions tagged [regression]

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3answers
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Operational research and Linear regression

I have a pretty large data set with several independent variables and one variable that I would like to explain the behavior (dependent variable). What I want to do is find the linear coefficient and ...
4
votes
0answers
81 views

Fast solvers for LASSO-type non-convex optimization problems

Given $y \in \mathbb{R}^{n \times 1}, X \in \mathbb{R}^{n \times p}$, $p > n$, assume a LASSO-type optimization problem in the form of $$ \hat\beta=\underset{\beta}{\operatorname{argmin}}\frac{1}{2}...
2
votes
0answers
44 views

Tanaka's Fuzzy House Price Problem

I would like to understand and solve Tanaka's fuzzy house price problem (Table III). Unfortunately I couldn't able to build the problem structure and restrictions here (according to (19)). Anyone have ...
7
votes
1answer
91 views

Ridge Regression lagrange duality

In every machine learning book we see that it is roughly mentioned that the ridge regression: $$p_1^* = \min\limits_{\beta} \ \left( \mathrm{RSS} + \lambda\sum_{j=1}^p \beta_j^2 \right)$$ is ...