Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Vähimruutude meetod (OLS)× | Lasso-regressioon× | |
|---|---|---|
| Valdkond≠ | Statistika | Masinõpe |
| Perekond≠ | Regression model | Machine learning |
| Tekkeaasta≠ | 1805 | 1996 |
| Looja≠ | Adrien-Marie Legendre (1805); Carl Friedrich Gauss (1809) | Tibshirani, R. |
| Tüüp≠ | Linear parameter estimation | Regularized linear regression (L1 penalty) |
| Algallikas≠ | Legendre, A.-M. (1805). Nouvelles méthodes pour la détermination des orbites des comètes. Firmin Didot, Paris. [Appendix: Sur la Méthode des moindres quarrés, pp. 72–80.] link ↗ | Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ |
| Rööpnimetused≠ | OLS, OLS regression, linear least squares, classical linear regression | LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization |
| Seotud≠ | 8 | 4 |
| Kokkuvõte≠ | Ordinary Least Squares (OLS) is the canonical method for estimating the parameters of a linear regression model by minimizing the sum of squared differences between observed and predicted values. First published by Adrien-Marie Legendre in 1805 and independently developed by Carl Friedrich Gauss (who claimed priority from 1795), OLS is provably optimal under the Gauss-Markov theorem: given its assumptions, it yields the Best Linear Unbiased Estimator (BLUE) of the regression coefficients. | 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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