পদ্ধতির তুলনা করুন

	ল্যাসো রিগ্রেশন	ইলাস্টিক নেট	রিজ রিগ্রেশন
ক্ষেত্র	যন্ত্র শিখন	যন্ত্র শিখন	যন্ত্র শিখন
পরিবার	Machine learning	Machine learning	Machine learning
উদ্ভবের বছর	1996	2005	1970
প্রবর্তক	Tibshirani, R.	Zou, H. & Hastie, T.	Hoerl, A.E. & Kennard, R.W.
ধরন	Regularized linear regression (L1 penalty)	Regularized linear regression (L1 + L2 penalty)	L2-regularized linear regression
মৌলিক উৎস	Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.	Zou, H. & Hastie, T. (2005). Regularization and Variable Selection via the Elastic Net. Journal of the Royal Statistical Society: Series B, 67(2), 301–320.	Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67.
অপর নাম	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization	Elastic Net Regresyon, elastic net regression, ElasticNet, L1/L2 regularized regression	Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
সম্পর্কিত	4	4	4
সারসংক্ষেপ	Lasso regression, introduced by Robert Tibshirani in 1996, is a linear regression method that adds an L1 penalty to the loss so that it shrinks coefficients and performs variable selection at the same time, producing a sparse model. By driving some coefficients exactly to zero it keeps only the predictors that matter.	Elastic Net is a regularized linear regression method introduced by Zou and Hastie in 2005 that blends the LASSO (L1) and Ridge (L2) penalties, so it performs variable selection and coefficient shrinkage at the same time. It is designed for predictive and explanatory modelling on data with many, possibly correlated, predictors.	Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated.