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| Regresja liniowa wieloraka× | Regularyzacja grzbietowa (Ridge Regression)× | |
|---|---|---|
| Dziedzina≠ | Statystyka | Uczenie maszynowe |
| Rodzina≠ | Regression model | Machine learning |
| Rok powstania≠ | 1886 | 1970 |
| Twórca≠ | Francis Galton; formalized by Karl Pearson | Hoerl, A.E. & Kennard, R.W. |
| Typ≠ | Parametric linear model | L2-regularized linear regression |
| Źródło pierwotne≠ | Galton, F. (1886). Regression towards mediocrity in hereditary stature. Journal of the Anthropological Institute of Great Britain and Ireland, 15, 246–263. DOI ↗ | Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67. DOI ↗ |
| Inne nazwy≠ | MLR, OLS regression, multiple regression, linear regression with multiple predictors | Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization |
| Pokrewne≠ | 8 | 4 |
| Podsumowanie≠ | Multiple linear regression (MLR) is a parametric regression model that expresses a continuous outcome as a weighted linear combination of two or more predictor variables plus a random error term. The unknown weights (regression coefficients) are estimated by ordinary least squares (OLS), which minimises the sum of squared residuals. The method traces to Francis Galton's 1886 work on hereditary stature and was placed on firm mathematical footing by Karl Pearson; Draper and Smith's 1966 textbook established it as the standard framework for applied regression. | 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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