V2EX elastic net

Elastic Net

定义 Definition

Elastic net(弹性网)是一种用于回归与特征选择的正则化方法,把 L1(Lasso)L2(Ridge) 两种惩罚项结合起来,用来在防止过拟合的同时处理特征高度相关、变量较多等情况。(该短语也可在其他语境中字面指“有弹性的网”,但在数据科学中更常指此正则化方法。)

发音 Pronunciation

/lstk nt/

例句 Examples

Elastic net helps when many features are correlated.
当许多特征彼此相关时,弹性网会很有帮助。

In high-dimensional regression, elastic net regularization can shrink coefficients and select groups of correlated predictors more stably than lasso alone.
在高维回归中,弹性网正则化既能收缩系数,又能比单独使用 Lasso 更稳定地选择一组相关的预测变量。

词源 Etymology

Elastic 源自希腊语 elastikos,有“可伸展、有弹性”的意思;net 源自古英语 net,意为“网”。在统计学习中,“elastic net”这个名称是一个形象化比喻:它像一张“有弹性的网”一样,对模型参数施加同时具有“稀疏(L1)”与“平滑/收缩(L2)”特性的约束。

相关词 Related Words

文学与著作 Literary Works

  • Hastie, Tibshirani & Friedman:《The Elements of Statistical Learning》在正则化与回归章节中讨论并对比 Lasso、Ridge 与 Elastic Net。
  • James, Witten, Hastie & Tibshirani:《An Introduction to Statistical Learning》在回归与正则化相关内容中介绍 Elastic Net 的用途与直观理解。
  • **Zou & Hastie (2005)**:“Regularization and Variable Selection via the Elastic Net”(论文)提出并系统阐述弹性网方法的经典来源。
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