sudi050 / Regression-using-ADMM

Regression using ADMM

Implementing ADMM for solving convex optimization problems such as Lasso, Ridge regression

Introduction

ADMM works in two steps

1. Divide
   a. Break down original problem into small problems
   b. Distribute these small problem to processors / computing resources
   c. Every processor solves the smaller problem
2. Conquer
   a. Combine solution from <N> processors into one

Datasets

We have used two datsets namely, 1. Student Performance Dataset(https://www.kaggle.com/spscientist/students-performance-in-exams)
2. Heart Disease Dataset(https://www.kaggle.com/spscientist/students-performance-in-exams)

Our work

We implemented ADMM based and regular Lasso and Ridge regression models using python. We made a comparative study of these models on the provided datasets.

contributers