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Elastic Net×LASSO regresija×Random Forest×Regulētā lineārā regresija (Ridge Regression)×
NozareMašīnmācīšanāsMašīnmācīšanāsMašīnmācīšanāsMašīnmācīšanās
SaimeMachine learningMachine learningMachine learningMachine learning
Izcelsmes gads2005199620011970
AutorsZou, H. & Hastie, T.Tibshirani, R.Breiman, L.Hoerl, A.E. & Kennard, R.W.
TipsRegularized linear regression (L1 + L2 penalty)Regularized linear regression (L1 penalty)Ensemble (bagging of decision trees)L2-regularized linear regression
PirmavotsZou, 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 ↗Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗Breiman, L. (2001). Random Forests. Machine Learning, 45, 5–32. DOI ↗Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67. DOI ↗
Citi nosaukumiElastic Net Regresyon, elastic net regression, ElasticNet, L1/L2 regularized regressionLASSO Regresyonu, lasso, L1-regularized regression, L1 regularizationRastgele Orman (Random Forest), rastgele orman, random decision forest, bagged tree ensembleRidge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Saistītās4444
KopsavilkumsElastic 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.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.Random Forest is an ensemble learning method, introduced by Leo Breiman in 2001, that grows many decision trees on bootstrap samples of the data and combines their votes to produce strong classification and regression. By pooling many slightly different trees, it produces more accurate and more stable predictions than any single tree.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.
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ScholarGateSalīdzināt metodes: Elastic Net · Lasso Regression · Random Forest · Ridge Regression. Izgūts 2026-06-19 no https://scholargate.app/lv/compare