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Pricipaalanalüüs×Lasso-regressioon×
ValdkondMasinõpeMasinõpe
PerekondMachine learningMachine learning
Tekkeaasta20021996
LoojaJolliffe, I.T. (textbook); Pearson & Hotelling (origins)Tibshirani, R.
TüüpUnsupervised dimensionality reductionRegularized linear regression (L1 penalty)
AlgallikasJolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer. DOI ↗Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗
RööpnimetusedTemel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transformLASSO Regresyonu, lasso, L1-regularized regression, L1 regularization
Seotud34
KokkuvõtePrincipal Component Analysis (PCA) is an unsupervised dimensionality-reduction method — given its modern textbook treatment by Ian Jolliffe (2002) — that compresses high-dimensional data into fewer dimensions while preserving the maximum possible variance. It re-expresses correlated variables as a small set of uncorrelated principal components ordered by how much of the data's variation each one captures.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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ScholarGateVõrdle meetodeid: Principal Component Analysis · Lasso Regression. Loetud 2026-06-15 aadressilt https://scholargate.app/et/compare