Worcester Polytechnic Institute Electronic Theses and Dissertations Collection

Title page for ETD etd-011410-181727


Document Typemasters report
Author NameHe, Shiquan
URNetd-011410-181727
TitleA Review of Linear Regression and some Basic Proofs for Lasso
DegreeMS
DepartmentMathematical Sciences
Advisors
  • Zheyang Wu, Advisor
  • Bogdan M. Vernescu, Department Head
  • Keywords
  • Linear regression
  • lasso
  • Date of Presentation/Defense2010-01-14
    Availability unrestricted

    Abstract

    The goal of this paper is to do some basic proofs for lasso and have a deep understanding of linear regression. In this paper, firstly I give a review of methods in linear regression, and most concerns with the method of lasso. Lasso for ¡®least absolute shrinkage and selection operator¡¯ is a regularized version of method adds a constraint which uses norm less or equal to a given value t. By doing so, some predictor coefficients would be shrank and some others might be set to 0. We can attain good interpretation and prediction accuracy by using lasso method. Secondly, I provide some basic proofs for lasso, which would be very helpful in understanding lasso. Additionally, some geometric graphs are also given and one example is illustrated.

    Files
  • he.pdf

  • Browse by Author | Browse by Department | Search all available ETDs

    [WPI] [Library] [Home] [Top]

    Questions? Email etd-questions@wpi.edu
    Maintained by webmaster@wpi.edu