방법 비교

	Elastic Net	릿지 회귀(Ridge Regression)
분야	머신러닝	머신러닝
계열	Machine learning	Machine learning
기원 연도	2005	1970
창시자	Zou, H. & Hastie, T.	Hoerl, A.E. & Kennard, R.W.
유형	Regularized linear regression (L1 + L2 penalty)	L2-regularized linear regression
원전	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.	Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67.
별칭	Elastic Net Regresyon, elastic net regression, ElasticNet, L1/L2 regularized regression	Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
관련	4	4
요약	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.	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.