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	Robust Ridge Regression	Ridge-regression
Fagområde	Statistik	Maskinlæring
Familie	Regression model	Machine learning
Oprindelsesår	1991	1970
Ophavsperson	Silvapulle (1991); building on Tikhonov (1963) and Huber (1964)	Hoerl, A.E. & Kennard, R.W.
Type	Regularized robust linear regression	L2-regularized linear regression
Oprindelig kilde	Silvapulle, M. J. (1991). Robust ridge regression based on an M-estimator. Australian Journal of Statistics, 33(3), 319–333.	Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67.
Aliasser	ridge M-estimation, robust regularized regression, M-estimator ridge, outlier-resistant ridge regression	Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Relaterede	5	4
Resumé	Robust Ridge regression combines M-estimation with L2 (ridge) regularization to produce coefficient estimates that are simultaneously resistant to outliers and stable under multicollinearity. It minimizes a robust loss function (such as Huber's) penalized by the squared norm of the coefficient vector, downweighting influential observations while shrinking correlated predictors toward zero.	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.