Salīdzināt metodes

	Parastie mazāko kvadrātu metodes (OLS)	Regulētā lineārā regresija (Ridge Regression)
Nozare	Statistika	Mašīnmācīšanās
Saime	Regression model	Machine learning
Izcelsmes gads	1805	1970
Autors	Adrien-Marie Legendre (1805); Carl Friedrich Gauss (1809)	Hoerl, A.E. & Kennard, R.W.
Tips	Linear parameter estimation	L2-regularized linear regression
Pirmavots	Legendre, A.-M. (1805). Nouvelles méthodes pour la détermination des orbites des comètes. Firmin Didot, Paris. [Appendix: Sur la Méthode des moindres quarrés, pp. 72–80.]	Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67.
Citi nosaukumi	OLS, OLS regression, linear least squares, classical linear regression	Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Saistītās	8	4
Kopsavilkums	Ordinary Least Squares (OLS) is the canonical method for estimating the parameters of a linear regression model by minimizing the sum of squared differences between observed and predicted values. First published by Adrien-Marie Legendre in 1805 and independently developed by Carl Friedrich Gauss (who claimed priority from 1795), OLS is provably optimal under the Gauss-Markov theorem: given its assumptions, it yields the Best Linear Unbiased Estimator (BLUE) of the regression coefficients.	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.