Regularized least squares (RLS) is a family of methods for solving the least-squares problem while using regularization to further constrain the resulting...
23 KB (4,270 words) - 23:10, 1 May 2024
The method of least squares is a parameter estimation method in regression analysis based on minimizing the sum of the squares of the residuals (a residual...
38 KB (5,493 words) - 12:12, 31 May 2024
}}} and is therefore equivalent to Bayesian linear regression. Regularized least squares: the elements of β {\displaystyle {\boldsymbol {\beta }}} must...
5 KB (645 words) - 22:42, 28 January 2023
application Line fitting Nonlinear least squares Regularized least squares Simple linear regression Partial least squares regression Linear function Weisstein...
34 KB (5,382 words) - 19:37, 18 February 2024
interpretation of regularization Bias–variance tradeoff Matrix regularization Regularization by spectral filtering Regularized least squares Lagrange multiplier...
30 KB (4,607 words) - 13:57, 31 May 2024
Weighted least squares (WLS), also known as weighted linear regression, is a generalization of ordinary least squares and linear regression in which knowledge...
13 KB (2,232 words) - 05:28, 14 June 2023
Ridge regression (redirect from Tikhonov regularization)
reduces to ordinary least squares. A more general approach to Tikhonov regularization is discussed below. Tikhonov regularization was invented independently...
30 KB (3,902 words) - 03:51, 25 March 2024
The method of iteratively reweighted least squares (IRLS) is used to solve certain optimization problems with objective functions of the form of a p-norm:...
6 KB (820 words) - 07:47, 4 June 2024
standard regression will fail in these cases (unless it is regularized). Partial least squares was introduced by the Swedish statistician Herman O. A. Wold...
23 KB (2,928 words) - 06:06, 19 April 2024
kernel function. In a vector and kernel notation, the problem of Regularized least squares can be rewritten as: min c ∈ R n 1 n ‖ Y ^ − K ^ c ‖ R n 2 + λ...
15 KB (2,863 words) - 16:20, 30 November 2023