Módszerek összehasonlítása

	Lasso-regresszió	Legkisebb Nyesett Négyzetes (LTS) Regresszió	Kvantilis regresszió
Tudományterület	Gépi tanulás	Statisztika	Ökonometria
Módszercsalád	Machine learning	Regression model	Regression model
Keletkezés éve	1996	1984	1978
Megalkotó	Tibshirani, R.	Peter J. Rousseeuw	Koenker & Bassett
Típus	Regularized linear regression (L1 penalty)	Robust linear regression	Conditional quantile regression
Alapmű	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.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Alternatív nevek	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization	LTS, least trimmed squares regression, trimmed least squares, robust regression	conditional quantile regression, regression quantiles, Kantil Regresyon
Kapcsolódó	4	5	5
Összefoglaló	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.	Quantile 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.