V2EX ridge regression

Ridge Regression

释义 Definition

岭回归:一种线性回归的正则化方法,通过在损失函数中加入 L2 惩罚项(系数平方和),来减小模型系数、缓解多重共线性,并降低过拟合风险。常见形式是最小化
\(\|y - X\beta\|^2 + \lambda \|\beta\|^2\)。
(在统计学中也常被称为 Tikhonov regularization;“ridge”指目标函数形状像“山脊”。)

发音 Pronunciation (IPA)

/rd rrn/

例句 Examples

Ridge regression shrinks the coefficients to reduce overfitting.
岭回归会收缩回归系数,以降低过拟合。

When predictors are highly correlated, ridge regression often yields more stable estimates than ordinary least squares.
当自变量高度相关时,岭回归通常比普通最小二乘法给出更稳定的估计。

词源 Etymology

“Ridge”原意为“山脊、脊线”。在岭回归中,加入的 L2 惩罚会使优化问题的等高线/解的几何形状呈现类似“山脊”的特征,因此得名。该方法在 20 世纪 6070 年代被系统化提出,用于应对线性回归中的多重共线性与估计不稳定。

相关词 Related Words

文学与经典出处 Literary Works

  • Hoerl, A. E. & Kennard, R. W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems(提出并系统阐述岭回归的经典论文)
  • Hastie, Tibshirani & Friedman. The Elements of Statistical Learning(机器学习经典教材,详述岭回归与正则化)
  • Bishop. Pattern Recognition and Machine Learning(以正则化视角讨论线性模型与岭回归)
  • Murphy. Machine Learning: A Probabilistic Perspective(从概率建模与惩罚项角度介绍岭回归)
关于     帮助文档     自助推广系统     博客     API     FAQ     Solana     2937 人在线   最高记录 6679       Select Language
创意工作者们的社区
World is powered by solitude
VERSION: 3.9.8.5 34ms UTC 07:48 PVG 15:48 LAX 00:48 JFK 03:48
Do have faith in what you're doing.
ubao msn snddm index pchome yahoo rakuten mypaper meadowduck bidyahoo youbao zxmzxm asda bnvcg cvbfg dfscv mmhjk xxddc yybgb zznbn ccubao uaitu acv GXCV ET GDG YH FG BCVB FJFH CBRE CBC GDG ET54 WRWR RWER WREW WRWER RWER SDG EW SF DSFSF fbbs ubao fhd dfg ewr dg df ewwr ewwr et ruyut utut dfg fgd gdfgt etg dfgt dfgd ert4 gd fgg wr 235 wer3 we vsdf sdf gdf ert xcv sdf rwer hfd dfg cvb rwf afb dfh jgh bmn lgh rty gfds cxv xcv xcs vdas fdf fgd cv sdf tert sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf shasha9178 shasha9178 shasha9178 shasha9178 shasha9178 liflif2 liflif2 liflif2 liflif2 liflif2 liblib3 liblib3 liblib3 liblib3 liblib3 zhazha444 zhazha444 zhazha444 zhazha444 zhazha444 dende5 dende denden denden2 denden21 fenfen9 fenf619 fen619 fenfe9 fe619 sdf sdf sdf sdf sdf zhazh90 zhazh0 zhaa50 zha90 zh590 zho zhoz zhozh zhozho zhozho2 lislis lls95 lili95 lils5 liss9 sdf0ty987 sdft876 sdft9876 sdf09876 sd0t9876 sdf0ty98 sdf0976 sdf0ty986 sdf0ty96 sdf0t76 sdf0876 df0ty98 sf0t876 sd0ty76 sdy76 sdf76 sdf0t76 sdf0ty9 sdf0ty98 sdf0ty987 sdf0ty98 sdf6676 sdf876 sd876 sd876 sdf6 sdf6 sdf9876 sdf0t sdf06 sdf0ty9776 sdf0ty9776 sdf0ty76 sdf8876 sdf0t sd6 sdf06 s688876 sd688 sdf86