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Ridge Regression: A Historical Context
Technometrics ( IF 2.5 ) Pub Date : 2020-10-01 , DOI: 10.1080/00401706.2020.1742207
Roger W. Hoerl 1
Affiliation  

Abstract Two classical articles on Ridge Regression by Arthur Hoerl and Robert Kennard were published in Technometrics in 1970, making 2020 their 50th anniversary. The theory and practice of Ridge Regression, and of related biased shrinkage estimators, have been extensively developed over the years. Further, newer shrinkage estimators, such as the Lasso and the Elastic Net, have become popular more recently. These newer developments have led to renewed interest in the original 1970 articles. What has perhaps been lost since 1970 is the context of these classic articles. That is, who were Art Hoerl and Bob Kennard, and what led two statisticians working in the private sector to develop Ridge Regression in the first place? What are the origins of Ridge Regression? Where did the name come from? The purpose of this article is to provide this historical context by discussing the men involved, their work at DuPont, and their approach to methodological development. As Art Hoerl was my father, this is admittedly a personal viewpoint.

中文翻译:

岭回归:历史背景

摘要 Arthur Hoerl 和 Robert Kennard 的两篇关于岭回归的经典文章于 1970 年在 Technometrics 上发表,使 2020 年 50 周年。多年来,岭回归以及相关的有偏收缩估计器的理论和实践得到了广泛的发展。此外,较新的收缩估计器,例如 Lasso 和 Elastic Net,最近变得流行起来。这些新的发展使人们对 1970 年的原始文章重新产生兴趣。自 1970 年以来,可能丢失的是这些经典文章的背景。也就是说,谁是 Art Hoerl 和 Bob Kennard,是什么促使两位在私营部门工作的统计学家首先开发岭回归?岭回归的起源是什么?名字从何而来?本文的目的是通过讨论相关人员、他们在杜邦的工作以及他们的方法论开发方法来提供这种历史背景。由于 Art Hoerl 是我的父亲,这无疑是个人观点。
更新日期:2020-10-01
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