Worcester Polytechnic Institute Electronic Theses and Dissertations Collection

Title page for ETD etd-011410-181727

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


    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.

  • he.pdf

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