Solução de Regressão Regularizada com Vetores Suporte através de Programação Linear

  • Lucas Teixeira Universidade Federal de Juiz de Fora
  • Raul F. Neto Universidade Federal de Juiz de Fora


Nesse trabalho foram introduzidos dois métodos de regressão baseados na teoria de vetor suporte que visam encontrar soluções esparsas. Esses métodos são solucionáveis por programação linear. Um deles só é aplicável a regressão linear entretanto o outro pode ser estendido para o caso não linear através de métodos kernel. Os métodos propostos obtiveram resultados numéricos próximos dos métodos considerados estado da arte.

Palavras-chave: Máquinas de Vetores Suporte para Regressão, SVR, Regularização, Seleção de Variáveis, Programação Linear, PL


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TEIXEIRA, Lucas; F. NETO, Raul. Solução de Regressão Regularizada com Vetores Suporte através de Programação Linear. In: ENCONTRO NACIONAL DE INTELIGÊNCIA ARTIFICIAL E COMPUTACIONAL (ENIAC), 16. , 2019, Salvador. Anais [...]. Porto Alegre: Sociedade Brasileira de Computação, 2019 . p. 1032-1043. DOI: