{"id":115,"date":"2013-04-06T18:14:38","date_gmt":"2013-04-06T14:44:38","guid":{"rendered":"http:\/\/vua.nadiran.com\/?p=115"},"modified":"2013-04-18T00:40:31","modified_gmt":"2013-04-17T21:10:31","slug":"%d8%ae%d9%84%d8%a7%d8%b5%d9%87-%d8%af%d8%b1%d8%b3-%d8%b1%db%8c%d8%a7%d8%b6%db%8c%d8%a7%d8%aa-%db%8c%d8%a7%d8%af%da%af%db%8c%d8%b1%db%8c-920117","status":"publish","type":"post","link":"https:\/\/vua.nadiran.com\/?p=115","title":{"rendered":"\u062e\u0644\u0627\u0635\u0647 \u062f\u0631\u0633 \u0631\u06cc\u0627\u0636\u06cc\u0627\u062a \u06cc\u0627\u062f\u06af\u06cc\u0631\u06cc \u06f9\u06f2\/\u06f0\u06f1\/\u06f1\u06f7"},"content":{"rendered":"

\u06f9\u06f2\/\u06f1\/\u06f1\u06f7 ESL<\/p>\n

\u0627\u06af\u0631 \u0633\u06cc\u06af\u0645\u0627 \u0631\u0627 \u0646\u062f\u0627\u0634\u062a\u0647 \u0628\u0627\u0634\u06cc\u0645 \u0628\u0627\u06cc\u062f \u0628\u0631\u0622\u0648\u0631\u062f \u06a9\u0646\u06cc\u0645 SSE
\n\u0628\u0631\u0622\u0648\u0631\u062f\u0633\u06cc\u06af\u0645\u0627 \u06f2 \u0645\u06cc \u0634\u0648\u062f SSE\u062a\u0642\u0633\u06cc\u0645 \u0628\u0631 \u062f\u0631\u062c\u0647 \u0622\u0632\u0627\u062f\u06cc<\/p>\n

\u0627\u0645\u062a\u062d\u0627\u0646 \u0627\u0632 \u0622\u0645\u0627\u0631 \u0648 \u0631\u06af\u0631\u0633\u06cc\u0648\u0646 \u0647\u0633\u062a
\n\u0628\u0637\u0648\u0631 \u0645\u0633\u062a\u0642\u06cc\u0645 \u0627\u0632 \u0622\u0645\u0627\u0631 \u0627\u0645\u062a\u062d\u0627\u0646 \u0646\u0645\u06cc \u0622\u06cc\u062f
\n\u0645\u0634\u0627\u0628\u0647 \u0646\u0645\u0648\u0646\u0647 \u0633\u0648\u0627\u0644\u0627\u062a\u06cc \u06a9\u0647 \u062e\u0627\u0646\u0645 \u06af\u0631\u062c\u06cc \u062d\u0644 \u0645\u06cc \u06a9\u0646\u0646\u062f<\/p>\n

\u067e\u0631\u0648\u0698\u0647 \u0647\u0645 \u0627\u0646\u062c\u0627\u0645 \u0628\u062f\u0647\u06cc\u062f \u062f\u0631 \u0641\u0635\u0644 \u06f3
\n\u06f8 \u0633\u0631\u06cc \u062f\u0627\u062f\u0647 \u0647\u0633\u062a
\n\u06f4 \u0646\u0645\u0631\u0647 \u0627\u0636\u0627\u0641\u06cc \u067e\u0631\u0648\u0698\u0647 \u062f\u0627\u0631\u062f
\n\u0645\u0647\u0644\u062a \u062a\u062d\u0648\u06cc\u0644 \u067e\u0631\u0648\u0698\u0647 \u062a\u0627 \u0632\u0645\u0627\u0646\u06cc \u06a9\u0647 \u0645\u06cc\u0634\u0647 \u0646\u0645\u0631\u0647 \u0647\u0627 \u0631\u0648\u00a0\u0642\u0637\u0639\u06cc \u06a9\u0631\u062f( \u062a\u06cc\u0631 \u06cc\u0627 \u0645\u0631\u062f\u0627\u062f)
\n\u0628\u0647\u062a\u0631 \u0627\u0633\u062a \u06f2 \u062a\u0627 \u0645\u062a\u063a\u06cc\u0631 \u062f\u0631 \u0646\u0638\u0631 \u0628\u06af\u06cc\u0631\u06cc\u062f<\/p>\n

\u0631\u0648\u0634\u0647\u0627\u06cc Shrinkage<\/p>\n

\u0627\u0633\u0644\u0627\u06cc\u062f \u06f1\u06f1 \u0627\u0632 \u06f1\u06f9
\nRidge Regression
\n\u062a\u0648\u0632\u06cc\u0639 Yi \u0628\u0647 \u0634\u0631\u0637 \u0628\u062a\u0627 j
\n\u0633\u06cc\u06af\u0645\u0627\u06cc \u0628\u062a\u0627 j^2 \u0647\u0627 \u0631\u0627 \u062f\u0631 \u0646\u0638\u0631 \u0645\u06cc\u06af\u06cc\u0631\u06cc\u0645
\n————————————
\n\u0627\u0645\u0631\u0648\u0632 \u0645\u0628\u062d\u062b Lasso Regression \u0631\u0627 \u062a\u0648\u0636\u06cc\u062d \u0645\u06cc\u062f\u0647\u06cc\u0645
\n\u0645\u062c\u0645\u0648\u0639 \u0645\u0631\u0628\u0639\u0627\u062a \u062e\u0637\u0627 \u0631\u0627 \u0645\u06cc\u0646\u06cc\u0645\u0645 \u0645\u06cc\u06a9\u0646\u06cc\u0645 \u0628\u0647 \u0634\u0631\u0637 \u0627\u06cc\u0646\u06a9\u0647\u00a0\u0633\u06cc\u06af\u0645\u0627\u06cc \u0642\u062f\u0631 \u0645\u0637\u0644\u0642 \u0628\u062a\u0627 j \u0647\u0627 \u0627\u0632 \u06cc\u06a9 \u0645\u0642\u062f\u0627\u0631\u06cc \u06a9\u0645\u062a\u0631\u00a0\u0628\u0627\u0634\u062f<\/p>\n

\u062a\u0641\u0627\u0648\u062a \u0631\u06cc\u062c \u0648 \u0644\u0627\u0633\u0648 :
\n\u062f\u0631 \u0631\u06cc\u062c \u0647\u06cc\u0686 \u0636\u0631\u06cc\u0628\u06cc \u0635\u0641\u0631 \u0646\u0645\u06cc \u0634\u0648\u062f \u00a0\u0648\u0644\u06cc \u062f\u0631 \u0644\u0627\u0633\u0648 \u0645\u0645\u06a9\u0646 \u0627\u0633\u062a \u0636\u0631\u0627\u06cc\u0628 \u0635\u0641\u0631 \u0634\u0648\u0646\u062f<\/p>\n

\u062f\u0631 \u0627\u06cc\u0646 \u06f3 \u0631\u0648\u0634 \u067e\u0627\u0631\u0627\u0645\u062a\u0631 \u0647\u0627\u06cc\u06cc \u062f\u0627\u0631\u0646\u062f \u06a9\u0647 \u0628\u0627\u06cc\u062f \u0622\u0646\u0647\u0627 \u0631\u0627\u00a0\u0645\u0634\u062e\u0635 \u0645\u06cc\u06a9\u0646\u06cc\u0645 \u06a9\u0647 \u0628\u0647 \u0622\u0646 Cross Validation \u0645\u06cc\u00a0\u06af\u0648\u06cc\u06cc\u0645<\/p>\n

subset selection
\ndf landa<\/p>\n

\u0645\u06cc \u062a\u0648\u0627\u0646\u06cc\u0645 \u0627\u0632 \u062a\u0635\u0648\u06cc\u0631\u06cc \u0627\u0632 \u062f\u0627\u062f\u0647 \u0647\u0627 \u0627\u0633\u062a\u0641\u0627\u062f\u0647 \u06a9\u0646\u06cc\u0645 \u062a\u0627\u00a0\u0648\u0636\u0648\u062d \u0628\u0647\u062a\u0631\u06cc \u062f\u0627\u0634\u062a\u0647 \u0628\u0627\u0634\u06cc\u0645<\/p>\n

\u06a9\u0627\u0631\u06cc \u06a9\u0647 \u062f\u0631 Principal Component Regression \u0627\u0646\u062c\u0627\u0645\u00a0\u0645\u06cc\u062f\u0647\u06cc\u0645 \u062a\u0635\u0648\u06cc\u0631 \u0633\u0627\u0632\u06cc \u0627\u0633\u062a
\n\u0645\u0627\u062a\u0631\u06cc\u0633 \u0645\u0631\u0628\u0639 \u062f\u0627\u0631\u06cc\u0645 \u06a9\u0647 \u062a\u062c\u0632\u06cc\u0647 \u0645\u06cc\u06a9\u0646\u06cc\u0645 \u0628\u0647 \u062f\u0648 \u0645\u0627\u062a\u0631\u06cc\u0633
\n\u0645\u0627\u062a\u0631\u06cc\u0633 D (\u0642\u0637\u0631\u06cc) \u0648 \u0645\u0627\u062a\u0631\u06cc\u0633 V ( \u0627\u0648\u062a\u0648\u06af\u0648\u0646\u0627\u0644 )\u00a0Di \u0647\u0627 \u0645\u0642\u0627\u062f\u06cc\u0631 \u0648\u06cc\u0698\u0647 \u0647\u0633\u062a\u0646\u062f<\/p>\n

\u0627\u06af\u0631 \u0628\u062a\u0648\u0627\u0646\u06cc\u0645 \u0628\u0647 \u0627\u06cc\u0646 \u0635\u0648\u0631\u062a \u0628\u0646\u0648\u06cc\u0633\u06cc\u0645 \u0627\u0632 \u0631\u0648\u0634 \u067e\u0631\u06cc\u0646\u0633\u06cc\u067e\u0627\u0644\u00a0\u0628\u0647 \u0631\u0627\u062d\u062a\u06cc \u0645\u06cc\u062a\u0648\u0627\u0646\u06cc\u0645 \u062d\u0644 \u06a9\u0646\u06cc\u0645<\/p>\n

\"ESL-Principal-Component-Regression\"<\/a><\/p>\n

Principal Component \u06cc\u0639\u0646\u06cc \u06cc\u06a9 X \u062f\u0627\u0631\u06cc\u0645 \u0645\u0648\u0644\u0641\u0647 \u0647\u0627\u06cc \u0627\u0635\u0644\u06cc \u0627\u0634 \u0631\u0627 \u0628\u0627 \u062a\u062c\u0632\u06cc\u0647 \u067e\u06cc\u062f\u0627 \u0645\u06cc \u06a9\u0646\u06cc\u0645<\/p>\n

\u062f\u0631 \u0648\u0627\u0642\u0639 \u0627\u06af\u0631 \u062f\u0648 \u0628\u0639\u062f \u062f\u0627\u0634\u062a\u0647 \u0628\u0627\u0634\u06cc\u0645 p=2<\/p>\n

\u06cc\u06a9 \u0633\u0631\u06cc \u062f\u0627\u062f\u0647 \u062f\u0627\u0631\u06cc\u0645 \u062f\u0631 \u0642\u0627\u0644\u0628 X1 , X2 \u06a9\u0647 \u0646\u0642\u0627\u0637 \u0633\u0628\u0632 \u0631\u0627 \u062a\u0634\u06a9\u06cc\u0644 \u0645\u06cc \u062f\u0647\u0646\u062f<\/p>\n

\u0645\u0648\u0644\u0641\u0647 \u0647\u0627\u06cc \u0627\u0635\u0644\u06cc D1 , D2 \u0631\u0627 \u067e\u06cc\u062f\u0627 \u06a9\u0646\u06cc\u0645<\/p>\n

\u062f\u0631 \u0627\u06cc\u0646 \u0634\u06a9\u0644 \u0646\u0642\u0637\u0647 \u0647\u0627 \u062f\u0631 \u062c\u0647\u062a D1 \u067e\u0631\u0627\u06a9\u0646\u062f\u0647 \u0634\u062f\u0647 \u0627\u0646\u062f<\/p>\n

\"ESL-Principal-Component-Regression2\"<\/a><\/p>\n

\u0627\u06af\u0631 \u0628\u062e\u0648\u0627\u0647\u06cc\u0645 \u0645\u062a\u063a\u06cc\u0631\u06cc \u0631\u0627 \u062d\u0630\u0641 \u06a9\u0646\u06cc\u0645 \u0628\u0639\u062f D2 \u0631\u0627 \u062d\u0630\u0641 \u0645\u06cc \u06a9\u0646\u06cc\u0645 \u0686\u0648\u0646 D1 \u0645\u0647\u0645 \u062a\u0631 \u0627\u0633\u062a<\/p>\n

(\u0627\u062c\u0628\u0627\u0631\u06cc \u0647\u0645 \u062f\u0631 \u062d\u0630\u0641 \u0628\u0639\u062f \u0646\u06cc\u0633\u062a )<\/p>\n

\u0645\u0642\u0627\u062f\u06cc\u0631 \u0648\u0650\u06cc\u0698\u0647 \u0631\u0627 \u062f\u0631 \u0645\u062a\u0644\u0628 \u0645\u06cc \u062a\u0648\u0627\u0646\u06cc\u0645 \u0628\u0627 \u062f\u0633\u062a\u0648\u0631 (SVD(x’x\u00a0\u0645\u062d\u0627\u0633\u0628\u0647 \u06a9\u0646\u06cc\u0645<\/p>\n

\u0628\u0647 \u062c\u0627\u06cc \u0627\u06cc\u0646\u06a9\u0647 p \u062a\u0627 Z \u062f\u0627\u0634\u062a\u0647 \u0628\u0627\u0634\u06cc\u0645 M \u062a\u0627 Z \u0631\u0627 \u0646\u06af\u0647\u00a0\u0645\u06cc\u062f\u0627\u0631\u0645
\n\u067e\u0633 \u062f\u0631 Principal \u0628\u0647 \u062c\u0627\u06cc \u0627\u06cc\u0646\u06a9\u0647 \u0628\u06cc\u0646 x , z\u00a0\u0631\u06af\u0631\u0633\u06cc\u0648\u0646 \u0628\u06af\u06cc\u0631\u0645 \u0628\u06cc\u0646 y , z \u0631\u06af\u0631\u0633 \u0645\u06cc\u06a9\u0646\u0645
\nM=p least Square
\nz=xv<\/p>\n

\u06a9\u0627\u0647\u0634 \u0628\u0639\u062f \u0647\u0645 \u0627\u0646\u062c\u0627\u0645 \u062f\u0627\u062f\u0647 \u0645\u06cc \u0634\u0648\u062f<\/p>\n

\u06f4 \u0631\u0648\u0634 \u062f\u0631 \u0627\u06cc\u0646 \u0641\u0635\u0644 \u06af\u0641\u062a\u06cc\u0645 :<\/p>\n

    \n
  1. Subset Selection<\/span><\/li>\n
  2. Ridge Regression<\/span><\/li>\n
  3. Lasso\u00a0Regression<\/span><\/li>\n
  4. Principal Component Regression<\/span><\/li>\n<\/ol>\n
    \"Regression\"<\/a>

    4 \u0631\u0648\u0634\u0631\u06af\u0631\u0633\u06cc\u0648\u0646<\/p><\/div>\n

    \u0645\u0639\u0645\u0648\u0644\u0627 \u0631\u0648\u0634 \u0631\u06cc\u062c \u062f\u0642\u06cc\u0642 \u062a\u0631 \u0627\u0633\u062a
    \n\u0627\u0645\u062a\u062d\u0627\u0646 \u0627\u0632 \u0641\u0635\u0644 \u06f1 \u0648 \u06f3 \u0647\u0633\u062a<\/p>\n","protected":false},"excerpt":{"rendered":"

    \u06f9\u06f2\/\u06f1\/\u06f1\u06f7 ESL \u0627\u06af\u0631 \u0633\u06cc\u06af\u0645\u0627 \u0631\u0627 \u0646\u062f\u0627\u0634\u062a\u0647 \u0628\u0627\u0634\u06cc\u0645 \u0628\u0627\u06cc\u062f \u0628\u0631\u0622\u0648\u0631\u062f \u06a9\u0646\u06cc\u0645 SSE \u0628\u0631\u0622\u0648\u0631\u062f\u0633\u06cc\u06af\u0645\u0627 \u06f2 \u0645\u06cc \u0634\u0648\u062f SSE\u062a\u0642\u0633\u06cc\u0645 \u0628\u0631 \u062f\u0631\u062c\u0647 \u0622\u0632\u0627\u062f\u06cc \u0627\u0645\u062a\u062d\u0627\u0646 \u0627\u0632 \u0622\u0645\u0627\u0631 \u0648 \u0631\u06af\u0631\u0633\u06cc\u0648\u0646 \u0647\u0633\u062a \u0628\u0637\u0648\u0631 \u0645\u0633\u062a\u0642\u06cc\u0645 \u0627\u0632 \u0622\u0645\u0627\u0631 \u0627\u0645\u062a\u062d\u0627\u0646 \u0646\u0645\u06cc \u0622\u06cc\u062f \u0645\u0634\u0627\u0628\u0647 \u0646\u0645\u0648\u0646\u0647 \u0633\u0648\u0627\u0644\u0627\u062a\u06cc \u06a9\u0647 \u062e\u0627\u0646\u0645 \u06af\u0631\u062c\u06cc \u062d\u0644 \u0645\u06cc \u06a9\u0646\u0646\u062f \u067e\u0631\u0648\u0698\u0647 \u0647\u0645 \u0627\u0646\u062c\u0627\u0645 \u0628\u062f\u0647\u06cc\u062f \u062f\u0631 \u0641\u0635\u0644 \u06f3 \u06f8 \u0633\u0631\u06cc \u062f\u0627\u062f\u0647 \u0647\u0633\u062a \u06f4 \u0646\u0645\u0631\u0647 \u0627\u0636\u0627\u0641\u06cc […]<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3],"tags":[],"class_list":["post-115","post","type-post","status-publish","format-standard","hentry","category-esl","category-3-id","post-seq-1","post-parity-odd","meta-position-corners","fix"],"_links":{"self":[{"href":"https:\/\/vua.nadiran.com\/index.php?rest_route=\/wp\/v2\/posts\/115"}],"collection":[{"href":"https:\/\/vua.nadiran.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/vua.nadiran.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/vua.nadiran.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/vua.nadiran.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=115"}],"version-history":[{"count":8,"href":"https:\/\/vua.nadiran.com\/index.php?rest_route=\/wp\/v2\/posts\/115\/revisions"}],"predecessor-version":[{"id":117,"href":"https:\/\/vua.nadiran.com\/index.php?rest_route=\/wp\/v2\/posts\/115\/revisions\/117"}],"wp:attachment":[{"href":"https:\/\/vua.nadiran.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=115"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vua.nadiran.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=115"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vua.nadiran.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=115"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}