Machine learningMachine learning

Regularized Linear Regression

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.

MethodMind'de açSoonVideoSoon

Tam yöntemi oku

Members only

Sign in with a free account to read this section.

Sign in

Sources

  1. Tibshirani, R. (1996). Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI: 10.1111/j.2517-6161.1996.tb02080.x
  2. Hastie, T., Tibshirani, R. & Friedman, J. (2009). The Elements of Statistical Learning (2nd ed., Ch. 3). Springer. ISBN: 978-0-387-84858-7

Related methods

Referenced by

ScholarGateRegularized linear regression (Regularized Linear Regression (Ridge, Lasso, Elastic Net)). Retrieved 2026-06-04 from https://scholargate.app/tr/machine-learning/regularized-linear-regression