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| Hồi quy Lasso× | Elastic Net× | Hồi quy Logistic× | Phân tích thành phần chính× | Ridge Regression× | |
|---|---|---|---|---|---|
| Lĩnh vực≠ | Học máy | Học máy | Thống kê nghiên cứu | Học máy | Học máy |
| Họ≠ | Machine learning | Machine learning | Process / pipeline | Machine learning | Machine learning |
| Năm ra đời≠ | 1996 | 2005 | 1958 | 2002 | 1970 |
| Người khởi xướng≠ | Tibshirani, R. | Zou, H. & Hastie, T. | David Roxbee Cox | Jolliffe, I.T. (textbook); Pearson & Hotelling (origins) | Hoerl, A.E. & Kennard, R.W. |
| Loại≠ | Regularized linear regression (L1 penalty) | Regularized linear regression (L1 + L2 penalty) | Method | Unsupervised dimensionality reduction | L2-regularized linear regression |
| Công trình gốc≠ | Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ | Zou, H. & Hastie, T. (2005). Regularization and Variable Selection via the Elastic Net. Journal of the Royal Statistical Society: Series B, 67(2), 301–320. DOI ↗ | Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242. DOI ↗ | Jolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer. DOI ↗ | Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67. DOI ↗ |
| Tên gọi khác≠ | LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization | Elastic Net Regresyon, elastic net regression, ElasticNet, L1/L2 regularized regression | logit model, binomial logistic regression, LR | Temel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transform | Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization |
| Liên quan≠ | 4 | 4 | 3 | 3 | 4 |
| Tóm tắt≠ | 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. | Elastic Net is a regularized linear regression method introduced by Zou and Hastie in 2005 that blends the LASSO (L1) and Ridge (L2) penalties, so it performs variable selection and coefficient shrinkage at the same time. It is designed for predictive and explanatory modelling on data with many, possibly correlated, predictors. | Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science. | Principal Component Analysis (PCA) is an unsupervised dimensionality-reduction method — given its modern textbook treatment by Ian Jolliffe (2002) — that compresses high-dimensional data into fewer dimensions while preserving the maximum possible variance. It re-expresses correlated variables as a small set of uncorrelated principal components ordered by how much of the data's variation each one captures. | Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated. |
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