Elastic Net Regularization Algorithm
(Redirected from elastic net regularization)
Jump to navigation
Jump to search
An Elastic Net Regularization Algorithm is a regularized regression algorithm that linearly combines the L1 and L2 penalties of the least-squares lasso method and ridge regression methods.
- See: Tikhonov Regularization, Linear Regression, Logistic Regression, Regularization (Mathematics), Linear Combination, Taxicab Geometry, Norm (Mathematics)#p-Norm, Least Squares#Lasso Method.
References
2015
- (Wikipedia, 2015) ⇒ http://en.wikipedia.org/wiki/Elastic_net_regularization Retrieved:2015-10-23.
- In statistics and, in particular, in the fitting of linear or logistic regression models, the elastic net is a regularized regression method that linearly combines the L1 and L2 penalties of the lasso and ridge methods.