Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Lasso-регресія× | Регресія звичайно найменших квадратів (ЗНК)× | Пуассонівська та від’ємна біноміальна регресія× | |
|---|---|---|---|
| Галузь≠ | Машинне навчання | Економетрика | Економетрика |
| Родина≠ | Machine learning | Regression model | Regression model |
| Рік появи≠ | 1996 | 2019 | 1998 |
| Автор методу≠ | Tibshirani, R. | Wooldridge (textbook treatment); classical least squares | Cameron & Trivedi (textbook treatment); Hilbe (negative binomial) |
| Тип≠ | Regularized linear regression (L1 penalty) | Linear regression | Generalized linear model for count data |
| Основоположне джерело≠ | Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press. DOI ↗ |
| Інші назви | LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | count regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon |
| Пов'язані≠ | 4 | 5 | 4 |
| Підсумок≠ | 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). | Poisson regression is a generalized linear model for count outcomes — events tallied as non-negative integers such as hospital admissions, accidents, or article counts. It models the log of the expected count as a linear function of the predictors, and is developed in the standard count-data treatment of Cameron and Trivedi (1998); when the counts are over-dispersed, the closely related negative binomial model (Hilbe, 2011) is preferred. |
| ScholarGateНабір даних ↗ |
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