Comparar métodos

	Elastic Net	Regressão Lasso	Regressão Ridge
Área	Aprendizado de máquina	Aprendizado de máquina	Aprendizado de máquina
Família	Machine learning	Machine learning	Machine learning
Ano de origem	2005	1996	1970
Autor original	Zou, H. & Hastie, T.	Tibshirani, R.	Hoerl, A.E. & Kennard, R.W.
Tipo	Regularized linear regression (L1 + L2 penalty)	Regularized linear regression (L1 penalty)	L2-regularized linear regression
Fonte seminal	Zou, H. & Hastie, T. (2005). Regularization and Variable Selection via the Elastic Net. Journal of the Royal Statistical Society: Series B, 67(2), 301–320.	Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.	Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67.
Outros nomes	Elastic Net Regresyon, elastic net regression, ElasticNet, L1/L2 regularized regression	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization	Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Relacionados	4	4	4
Resumo	Elastic 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.	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.