Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| Arbore de decizie regularizat× | Regresia Liniară Regularizată× | |
|---|---|---|
| Domeniu | Învățare automată | Învățare automată |
| Familie | Machine learning | Machine learning |
| Anul apariției≠ | 1984 | 1970–2005 |
| Autorul original≠ | Breiman, L., Friedman, J., Olshen, R., & Stone, C. | Hoerl & Kennard (Ridge, 1970); Tibshirani (Lasso, 1996); Zou & Hastie (Elastic Net, 2005) |
| Tip≠ | Supervised learning (regularized tree) | Penalized linear model |
| Sursa seminală≠ | Breiman, L., Friedman, J., Olshen, R., & Stone, C. (1984). Classification and Regression Trees. Wadsworth. ISBN: 978-0-412-04841-8 | Tibshirani, R. (1996). Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ |
| Denumiri alternative | pruned decision tree, cost-complexity pruned tree, penalized decision tree, constrained CART | Ridge regression, Lasso regression, Elastic Net regression, penalized regression |
| Înrudite≠ | 6 | 4 |
| Rezumat≠ | A regularized decision tree is a decision tree model whose complexity is intentionally limited through pruning, depth constraints, or penalty terms to prevent overfitting. Rooted in Breiman et al.'s CART framework (1984), regularization converts the greedy tree-growing procedure into a bias-variance tradeoff, yielding models that generalize better to unseen data than fully-grown trees. | Regularized linear regression adds a penalty term to the ordinary least-squares objective, shrinking or zeroing out coefficients to reduce overfitting and handle multicollinearity. The three main variants — Ridge (L2 penalty), Lasso (L1 penalty), and Elastic Net (combined L1+L2) — make linear regression usable even when features outnumber observations or predictors are highly correlated. |
| ScholarGateSet de date ↗ |
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