Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Regulovaný rozhodovací strom× | Regularizované lineární regrese× | |
|---|---|---|
| Obor | Strojové učení | Strojové učení |
| Rodina | Machine learning | Machine learning |
| Rok vzniku≠ | 1984 | 1970–2005 |
| Tvůrce≠ | Breiman, L., Friedman, J., Olshen, R., & Stone, C. | Hoerl & Kennard (Ridge, 1970); Tibshirani (Lasso, 1996); Zou & Hastie (Elastic Net, 2005) |
| Typ≠ | Supervised learning (regularized tree) | Penalized linear model |
| Původní zdroj≠ | Breiman, L., Friedman, J., Olshen, R., & Stone, C. (1984). Classification and Regression Trees. Wadsworth. ISBN: 978-0-412-04841-8 | Tibshirani, R. (1996). Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ |
| Další názvy | pruned decision tree, cost-complexity pruned tree, penalized decision tree, constrained CART | Ridge regression, Lasso regression, Elastic Net regression, penalized regression |
| Příbuzné≠ | 6 | 4 |
| Shrnutí≠ | A regularized decision tree is a decision tree model whose complexity is intentionally limited through pruning, depth constraints, or penalty terms to prevent overfitting. Rooted in Breiman et al.'s CART framework (1984), regularization converts the greedy tree-growing procedure into a bias-variance tradeoff, yielding models that generalize better to unseen data than fully-grown trees. | 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. |
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