Lub lasso ua kom lub ntsws kom muaj "cov kaum" nyob rau hauv qhov txwv, uas nyob rau hauv ob qhov ntev sib haum mus rau lub pob zeb diamond., ces tus coefficient sib raug rau lub axis yog shrunk rau xoom. … Li no, lub lasso ua rau shrinkage thiab (zoo) kev xaiv subset.
Vim li cas lub lasso muab xoom coefficients?
Lub lasso ua kom lub ntsws kom muaj "cov kaum" nyob rau hauv qhov txwv, uas nyob rau hauv ob qhov ntev sib haum mus rau lub pob zeb diamond., tom qab ntawd cov coefficient sib raug rau axis yog shrunk rau xoom.
Vim li cas lasso txo qis rau xoom tab sis tsis Ridge?
Nws tau hais tias vim tias cov duab ntawm qhov txwv hauv LASSO yog pob zeb diamond, qhov tsawg tshaj plaws squares daws tau tuaj yeem kov lub ces kaum ntawm pob zeb diamond xws li nws ua rau lub ntsws ntawm qee qhov sib txawv. Txawm li cas los xij, nyob rau hauv lub ridge regression, vim nws yog lub voj voog, feem ntau nws yuav tsis kov lub axis
Vim li cas ridge regression shrink coefficients?
Ridge regression shrinks tag nrho regression coefficients rau xoom; lub lasso nyhav muab ib txheej ntawm xoom regression coefficients thiab ua rau muaj kev sib cais. Nco ntsoov tias rau ob qho tib si ridge regression thiab lub lasso qhov regression coefficients tuaj yeem txav los ntawm qhov zoo mus rau qhov tsis zoo raws li lawv tau poob mus rau xoom.
Puas lasso coefficients biased?
…lub lasso shrinkage ua rau qhov kwv yees ntawm tsis yog xoom coefficients ua rau tsis ncaj ncees rau xoom thiab feem ntau lawv tsis sib xws [Ntxiv Cov Lus Cim: Qhov no txhais tau tias, raws li qhov tus qauv loj hlob tuaj, qhov kev kwv yees coefficient tsis converge].
