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Regrese s elastickou sítí×Regrese Lasso×
OborStatistikaStrojové učení
RodinaRegression modelMachine learning
Rok vzniku20051996
TvůrceHui Zou and Trevor HastieTibshirani, R.
TypPenalized linear regressionRegularized linear regression (L1 penalty)
Původní zdrojZou, H., & Hastie, T. (2005). Regularization and variable selection via the elastic net. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 67(2), 301-320. DOI ↗Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗
Další názvyelastic net, EN regression, L1+L2 regularized regression, combined lasso-ridge regressionLASSO Regresyonu, lasso, L1-regularized regression, L1 regularization
Příbuzné64
ShrnutíElastic net regression combines the L1 (lasso) and L2 (ridge) penalties into a single regularized regression framework. Controlled by a mixing parameter alpha and a shrinkage strength lambda, it can simultaneously select variables and handle correlated predictors — overcoming key limitations of pure lasso and pure ridge applied alone.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.
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ScholarGatePorovnat metody: Elastic Net Regression · Lasso Regression. Získáno 2026-06-17 z https://scholargate.app/cs/compare