ãã¤ãºçµ±è¨ã®æ çµã¿ã«ããã¦ãå帰ä¿æ°ã®äºååå¸ã«äºéææ°åå¸ï¼ã©ãã©ã¹åå¸ï¼ãè¨å®ãå帰ãå®è¡ãã¦MAPæ¨å®å¤ãæ±ããã¨ãlassoã«å¯¾å¿ããçµæã«ãªãã¾ããã¾ããå帰ä¿æ°ã«tåå¸ãè¨å®ããææ³ãããã¾ãããããã®ææ³ã¯ãshrinkage factorã®åå¸ãã¨ãã観ç¹ããè¦ãã¨è¦éããããã§ããããã«ããã®è¦³ç¹ããè¦ãã¨ã馬è¹äºååå¸ãé åçãªæ§è³ªãæã£ã¦ãããã¨ãåããã¾ãããã®è¨äºã§ã¯ããããç°¡åã«èª¬æãã¾ãã ãªããlassoãã®ãã®ã«é¢ãã¦ã¯è§¦ãã¾ããã岩波DS5ãlassoãä¸å¿ã«ã¹ãã¼ã¹ã¢ããªã³ã°ãå¤è§çã«æããè¯ãæ¸ç±ã«ãªã£ã¦ããã®ã§ããã²ãã¡ããåç §ãã¦ãã ããã 岩波ãã¼ã¿ãµã¤ã¨ã³ã¹ Vol.5 çºå£²æ¥: 2017/02/16ã¡ãã£ã¢: åè¡æ¬ï¼ã½ããã«ãã¼ï¼ åèæç® [1] C. Carvalho et al. (2008). The Horseshoe Esti
{{#tags}}- {{label}}
{{/tags}}