Comparar métodos
Examine os métodos selecionados lado a lado; as linhas que diferem ficam destacadas.
| Regressão Quantílica× | Regressão Lasso× | |
|---|---|---|
| Área≠ | Econometria | Aprendizado de máquina |
| Família≠ | Regression model | Machine learning |
| Ano de origem≠ | 1978 | 1996 |
| Autor original≠ | Koenker & Bassett | Tibshirani, R. |
| Tipo≠ | Conditional quantile regression | Regularized linear regression (L1 penalty) |
| Fonte seminal≠ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ | Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ |
| Outros nomes≠ | conditional quantile regression, regression quantiles, Kantil Regresyon | LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization |
| Relacionados≠ | 5 | 4 |
| Resumo≠ | Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails. | 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. |
| ScholarGateConjunto de dados ↗ |
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