Elastic Net Regularization Algorithm

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.

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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.

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