Lasso s ograničenjima

master's thesis

• Title (english): Lasso with constraints
• Author: Filip Orešić
• Mentor: Ivica Nakić (mentor)
• Committee member: Ivica Nakić (predsjednik povjerenstva)
• Committee member: Matko Ljulj (član povjerenstva)
• Committee member: Maja Resman (član povjerenstva)
• Committee member: Matija Kazalicki (član povjerenstva)
• Granter: University of Zagreb; Faculty of Science; (Department of Mathematics); Zagreb
• Defense date and country: 2025-02-28, Croatia
• Scientific / art field, discipline and subdiscipline: NATURAL SCIENCES; Mathematics; Applied Mathematics and Mathematical Modeling

Abstract

Glavni cilj ovog rada je bio dati uvod u LASSO metodu regresijske analize, preciznije LASSO s ograničenjima, objasniti matematičku pozadinu metode te implementirati algoritam za programsko rješavanje problema koji koriste LASSO s ograničenjima. U prvom poglavlju smo iznijeli osnovne matematičke pojmove i pozadinu, dok smo u drugom poglavlju objasnili neke od algoritama za rješavanje problema ograničenog LASSOa. U trećem poglavlju objašnjavamo programsku implementaciju algoritma. Konačno, u četvrtom poglavlju prikazujemo primjenu algoritma na podacima iz stvarnoga svijeta.

Abstract (english)

The main goal of this thesis was to provide an introduction to the LASSO method of regression analysis, more precisely LASSO with constraints, to explain the mathematical background of the method, and to implement an algorithm that will solve problems that use LASSO with constraints. In the first chapter we presented the basic mathematical concepts and background, while in the second chapter, we explained some of the algorithms for solving the constrained LASSO problem. In the third chapter, we explained the software implementation of the algorithm. Finally, in the fourth chapter, we present the application of the algorithm to real-world data.

• Keywords: lasso s ogranicenjima; lasso; admm; optimizacija; regresija
• Keywords (english): lasso with constraints; lasso; admm; optimization; regression
• Language: croatian
• URN:NBN: urn:nbn:hr:217:891009
• Study programme: Title: Computer science and mathematics; Study programme type: university; Study level: graduate; Academic / professional title: sveučilišni magistar računarstva i matematike (sveučilišni magistar računarstva i matematike)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Open access
• Created on: 2025-02-10 13:21:26