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| Ridge Regression× | Lasso-regresszió× | Logistic Regression× | |
|---|---|---|---|
| Tudományterület≠ | Gépi tanulás | Gépi tanulás | Kutatási statisztika |
| Módszercsalád≠ | Machine learning | Machine learning | Process / pipeline |
| Keletkezés éve≠ | 1970 | 1996 | 1958 |
| Megalkotó≠ | Hoerl, A.E. & Kennard, R.W. | Tibshirani, R. | David Roxbee Cox |
| Típus≠ | L2-regularized linear regression | Regularized linear regression (L1 penalty) | Method |
| Alapmű≠ | Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67. DOI ↗ | Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ | Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242. DOI ↗ |
| Alternatív nevek≠ | Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization | LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization | logit model, binomial logistic regression, LR |
| Kapcsolódó≠ | 4 | 4 | 3 |
| Összefoglaló≠ | Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated. | 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. | Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science. |
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