Compară metode

	Regresie Ridge Bayesiană	Elastic Net
Domeniu	Învățare automată	Învățare automată
Familie	Bayesian methods	Machine learning
Anul apariției	1992	2005
Autorul original	MacKay, D. J. C.	Zou, H. & Hastie, T.
Tip	Probabilistic regularised regression	Regularized linear regression (L1 + L2 penalty)
Sursa seminală	MacKay, D. J. C. (1992). Bayesian Interpolation. Neural Computation, 4(3), 415–447.	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.
Denumiri alternative	BRR, Bayesian linear regression with automatic relevance determination, evidence approximation ridge, marginal likelihood ridge	Elastic Net Regresyon, elastic net regression, ElasticNet, L1/L2 regularized regression
Înrudite	3	4
Rezumat	Bayesian Ridge Regression is a probabilistic formulation of ridge regression, introduced by David J. C. MacKay in 1992, in which the regularisation strength and noise precision are not fixed by the analyst but are instead estimated automatically by maximising the marginal likelihood (evidence) of the observed data. The result is a full posterior distribution over the regression weights together with calibrated predictive uncertainty.	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.