Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Лінійна регресія (ML)× | Регуляризована лінійна регресія× | |
|---|---|---|
| Галузь | Машинне навчання | Машинне навчання |
| Родина | Machine learning | Machine learning |
| Рік появи≠ | 1805–1809 | 1970–2005 |
| Автор методу≠ | Legendre, A.-M. & Gauss, C.F. | Hoerl & Kennard (Ridge, 1970); Tibshirani (Lasso, 1996); Zou & Hastie (Elastic Net, 2005) |
| Тип≠ | Supervised regression | Penalized linear model |
| Основоположне джерело≠ | Hastie, T., Tibshirani, R. & Friedman, J. (2009). The Elements of Statistical Learning: Data Mining, Inference, and Prediction (2nd ed., Ch. 3). Springer. ISBN: 978-0-387-84858-7 | Tibshirani, R. (1996). Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ |
| Інші назви | ordinary least squares regression, OLS, least squares regression, multiple linear regression | Ridge regression, Lasso regression, Elastic Net regression, penalized regression |
| Пов'язані≠ | 5 | 4 |
| Підсумок≠ | Linear regression fits a straight-line relationship between one or more input features and a continuous numeric outcome by minimising the sum of squared prediction errors. As a machine-learning model it is trained on labeled examples and evaluated on held-out data, making it the simplest supervised learning baseline for any regression task. | 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. |
| ScholarGateНабір даних ↗ |
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