পদ্ধতির তুলনা করুন

	নিয়ন্ত্রিত রৈখিক নির্ভরণ (Regularized Linear Regression)	রৈখিক নির্ভরণ (ML)
ক্ষেত্র	যন্ত্র শিখন	যন্ত্র শিখন
পরিবার	Machine learning	Machine learning
উদ্ভবের বছর	1970–2005	1805–1809
প্রবর্তক	Hoerl & Kennard (Ridge, 1970); Tibshirani (Lasso, 1996); Zou & Hastie (Elastic Net, 2005)	Legendre, A.-M. & Gauss, C.F.
ধরন	Penalized linear model	Supervised 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.	Hastie, T., Tibshirani, R. & Friedman, J. (2009). The Elements of Statistical Learning: Data Mining, Inference, and Prediction (2nd ed., Ch. 3). Springer. ISBN: 978-0-387-84858-7
অপর নাম	Ridge regression, Lasso regression, Elastic Net regression, penalized regression	ordinary least squares regression, OLS, least squares regression, multiple linear regression
সম্পর্কিত	4	5
সারসংক্ষেপ	Regularized linear regression adds a penalty term to the ordinary least-squares objective, shrinking or zeroing out coefficients to reduce overfitting and handle multicollinearity. The three main variants — Ridge (L2 penalty), Lasso (L1 penalty), and Elastic Net (combined L1+L2) — make linear regression usable even when features outnumber observations or predictors are highly correlated.	Linear regression fits a straight-line relationship between one or more input features and a continuous numeric outcome by minimising the sum of squared prediction errors. As a machine-learning model it is trained on labeled examples and evaluated on held-out data, making it the simplest supervised learning baseline for any regression task.