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رگرسیون کوانتایل×رگرسیون لسو×
حوزهاقتصادسنجییادگیری ماشین
خانوادهRegression modelMachine learning
سال پیدایش19781996
پدیدآورKoenker & BassettTibshirani, R.
نوعConditional quantile regressionRegularized linear regression (L1 penalty)
منبع بنیادینKoenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗
نام‌های دیگرconditional quantile regression, regression quantiles, Kantil RegresyonLASSO Regresyonu, lasso, L1-regularized regression, L1 regularization
مرتبط54
خلاصهQuantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.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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ScholarGateمقایسهٔ روش‌ها: Quantile Regression · Lasso Regression. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare