Võrdle meetodeid

	Reguleeritud veebiõpe	Regulaarne Lineaarregressioon
Valdkond	Masinõpe	Masinõpe
Perekond	Machine learning	Machine learning
Tekkeaasta	2007–2013	1970–2005
Looja	Xiao, L.; Shalev-Shwartz, S.; McMahan, H. B. et al.	Hoerl & Kennard (Ridge, 1970); Tibshirani (Lasso, 1996); Zou & Hastie (Elastic Net, 2005)
Tüüp	Online optimization framework with regularization	Penalized linear model
Algallikas	Xiao, L. (2010). Dual Averaging Methods for Regularized Stochastic and Online Optimization. Journal of Machine Learning Research, 11, 2543–2596.	Tibshirani, R. (1996). Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.
Rööpnimetused	FTRL, Follow-the-Regularized-Leader, online regularized optimization, regularized dual averaging	Ridge regression, Lasso regression, Elastic Net regression, penalized regression
Seotud	6	4
Kokkuvõte	Regularized online learning extends the online learning paradigm by incorporating a regularization penalty into each weight update, controlling model complexity while processing data one example at a time. Algorithms such as Follow-the-Regularized-Leader (FTRL) and Regularized Dual Averaging (RDA) make this approach practical at scale, enabling sparse, well-calibrated models on streaming data.	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.