Compară metode

	Regresia Lasso	Regresia prin metoda celor mai mici pătrate ordinare (OLS)
Domeniu	Învățare automată	Econometrie
Familie	Machine learning	Regression model
Anul apariției	1996	2019
Autorul original	Tibshirani, R.	Wooldridge (textbook treatment); classical least squares
Tip	Regularized linear regression (L1 penalty)	Linear regression
Sursa seminală	Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Denumiri alternative	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Înrudite	4	5
Rezumat	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).