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| 正則化線形回帰× | 正則化ロジスティック回帰× | |
|---|---|---|
| 分野 | 機械学習 | 機械学習 |
| 系統 | Machine learning | Machine learning |
| 提唱年≠ | 1970–2005 | 1996–2005 |
| 提唱者≠ | Hoerl & Kennard (Ridge, 1970); Tibshirani (Lasso, 1996); Zou & Hastie (Elastic Net, 2005) | Tibshirani, R. (lasso); Hoerl & Kennard (ridge); Zou & Hastie (elastic net) |
| 種類≠ | Penalized linear model | Penalized classification model |
| 原典 | Tibshirani, R. (1996). Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ | Tibshirani, R. (1996). Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ |
| 別名 | Ridge regression, Lasso regression, Elastic Net regression, penalized regression | penalized logistic regression, L1 logistic regression, L2 logistic regression, elastic net logistic regression |
| 関連≠ | 4 | 5 |
| 概要≠ | 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. | Regularized logistic regression extends standard logistic regression by adding an L1 (lasso), L2 (ridge), or elastic net penalty to the log-likelihood, shrinking coefficients toward zero and preventing overfitting. It is the default choice for binary or multinomial classification when you want interpretable, sparse, or stable coefficient estimates in high-dimensional or collinear feature spaces. |
| ScholarGateデータセット ↗ |
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