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リッジ回帰×Elastic Net×ロジスティック回帰×
分野機械学習機械学習研究統計
系統Machine learningMachine learningProcess / pipeline
提唱年197020051958
提唱者Hoerl, A.E. & Kennard, R.W.Zou, H. & Hastie, T.David Roxbee Cox
種類L2-regularized linear regressionRegularized linear regression (L1 + L2 penalty)Method
原典Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67. DOI ↗Zou, H. & Hastie, T. (2005). Regularization and Variable Selection via the Elastic Net. Journal of the Royal Statistical Society: Series B, 67(2), 301–320. DOI ↗Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242. DOI ↗
別名Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularizationElastic Net Regresyon, elastic net regression, ElasticNet, L1/L2 regularized regressionlogit model, binomial logistic regression, LR
関連443
概要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.Elastic Net is a regularized linear regression method introduced by Zou and Hastie in 2005 that blends the LASSO (L1) and Ridge (L2) penalties, so it performs variable selection and coefficient shrinkage at the same time. It is designed for predictive and explanatory modelling on data with many, possibly correlated, predictors.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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ScholarGate手法を比較: Ridge Regression · Elastic Net · Logistic Regression. 2026-06-19に以下より取得 https://scholargate.app/ja/compare