השוואת שיטות

	רגרסיית לאסו	רגרסיית ריבועים זעירים חתוכים (Least Trimmed Squares - LTS)
תחום	למידת מכונה	סטטיסטיקה
משפחה	Machine learning	Regression model
שנת המקור	1996	1984
הוגה השיטה	Tibshirani, R.	Peter J. Rousseeuw
סוג	Regularized linear regression (L1 penalty)	Robust linear regression
מקור מכונן	Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.
כינויים	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization	LTS, least trimmed squares regression, trimmed least squares, robust regression
קשורות	4	5
תקציר	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.	Least Trimmed Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of fitting all residuals, it estimates the coefficients by minimising the sum of only the h smallest squared residuals, which gives it a breakdown point of up to 50% and reliable estimates on data heavily contaminated by outliers.