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LASSO准则
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LASSO准则
Encyclopedia
理学
回归分析
释
LASSO (least absolute shrinkage and selection operator) criterionor
LASSO准则
同时进行变量选择和参数估计的一种回归分析方法。在统计学和机器学习中,采用Lasso (least absolute shrinkage and selection operator)是为了增强所得统计模型的预测精度和可解释性。
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