방법 비교

	정규화 온라인 학습	확률적 경사 하강법(Stochastic Gradient Descent, SGD)
분야	머신러닝	머신러닝
계열	Machine learning	Machine learning
기원 연도	2007–2013	1951
창시자	Xiao, L.; Shalev-Shwartz, S.; McMahan, H. B. et al.	Robbins, H. & Monro, S.
유형	Online optimization framework with regularization	First-order iterative optimization algorithm
원전	Xiao, L. (2010). Dual Averaging Methods for Regularized Stochastic and Online Optimization. Journal of Machine Learning Research, 11, 2543–2596.	Robbins, H. & Monro, S. (1951). A Stochastic Approximation Method. The Annals of Mathematical Statistics, 22(3), 400–407.
별칭	FTRL, Follow-the-Regularized-Leader, online regularized optimization, regularized dual averaging	SGD, online gradient descent, incremental gradient descent, mini-batch gradient descent
관련	6	3
요약	Regularized online learning extends the online learning paradigm by incorporating a regularization penalty into each weight update, controlling model complexity while processing data one example at a time. Algorithms such as Follow-the-Regularized-Leader (FTRL) and Regularized Dual Averaging (RDA) make this approach practical at scale, enabling sparse, well-calibrated models on streaming data.	Stochastic Gradient Descent (SGD) is a first-order iterative optimization algorithm, rooted in the stochastic approximation framework introduced by Robbins and Monro in 1951, that minimizes an objective function by updating model parameters using the gradient computed on a single randomly selected training example (or a small mini-batch) at each step. It is the core optimization engine behind modern machine learning and deep learning, enabling the training of models on datasets too large to fit in memory.