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| 라쏘 회귀× | 조건부 분위수 회귀× | |
|---|---|---|
| 분야≠ | 머신러닝 | 계량경제학 |
| 계열≠ | Machine learning | Regression model |
| 기원 연도≠ | 1996 | 1978 |
| 창시자≠ | Tibshirani, R. | Koenker & Bassett |
| 유형≠ | Regularized linear regression (L1 penalty) | Conditional quantile regression |
| 원전≠ | Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| 별칭≠ | LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization | conditional quantile regression, regression quantiles, Kantil Regresyon |
| 관련≠ | 4 | 5 |
| 요약≠ | 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. | 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. |
| ScholarGate데이터셋 ↗ |
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