[Artificial Intelligence] Machine Learning: Ridge Regression and LASSO Regression (Ridge/LASSO Regression)

プログラミング 2023-05-07 20:05:09 訪問数: null

Machine Learning: Ridge Regression and LASSO Regression (Ridge / LASSO Regression)

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Machine Learning: Ridge Regression and LASSO Regression (Ridge / LASSO Regression)
1. Ridge Regression
- - ⚪ Discussion: Ridge regression is equivalent to noise and prior Gaussian distribution of maximum a posteriori estimation
2. Kernel Ridge Regression
3. LASSO Regression
- - ⚪ Discussion: LASSO regression is equivalent to the maximum a posteriori estimation in which the noise obeys the Gaussian distribution and the parameters obey the Laplace distribution.

Ridge Regression and LASSO Regression.

Ridge regression and LASSO regression are methods obtained after introducing the regularization idea into the linear regression model .

Ridge regression adds L2 regularization to the parameters of the model , which can effectively prevent the model from overfitting and solve the problem of non-full rank.

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転載: blog.csdn.net/universsky2015/article/details/130538168

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