{"id":189397,"date":"2024-05-09T17:35:21","date_gmt":"2024-05-09T09:35:21","guid":{"rendered":"https:\/\/docs.pingcode.com\/ask\/ask-ask\/189397.html"},"modified":"2024-05-09T17:35:23","modified_gmt":"2024-05-09T09:35:23","slug":"%e6%9c%89%e5%93%aa%e4%ba%9b%e6%9c%ba%e5%99%a8%e5%ad%a6%e4%b9%a0%e7%ae%97%e6%b3%95%e5%88%a9%e7%94%a8%e8%a7%a3%e7%ba%bf%e6%80%a7%e6%96%b9%e7%a8%8b%e7%bb%84%e5%8d%b3%e5%8f%af%e6%b1%82%e8%a7%a3-%e5%a6%82p","status":"publish","type":"post","link":"https:\/\/docs.pingcode.com\/ask\/ask-ask\/189397.html","title":{"rendered":"\u6709\u54ea\u4e9b\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\u5229\u7528\u89e3\u7ebf\u6027\u65b9\u7a0b\u7ec4\u5373\u53ef\u6c42\u89e3 \u5982PCA"},"content":{"rendered":"<p style=\"text-align:center\"><img decoding=\"async\" src=\"https:\/\/cdn-kb.worktile.com\/kb\/wp-content\/uploads\/2024\/04\/26095434\/15b76e54-a6b2-42be-83d3-d1835ab09347.webp\" alt=\"\u6709\u54ea\u4e9b\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\u5229\u7528\u89e3\u7ebf\u6027\u65b9\u7a0b\u7ec4\u5373\u53ef\u6c42\u89e3 \u5982PCA\" \/><\/p>\n<p><p><a href=\"https:\/\/docs.pingcode.com\/ask\/59192.html\" target=\"_blank\">\u673a\u5668\u5b66\u4e60<\/a>\u4e2d\u7684\u51e0\u79cd\u7b97\u6cd5\u53ef\u4ee5\u901a\u8fc7\u89e3\u7ebf\u6027\u65b9\u7a0b\u7ec4\u6765\u6c42\u89e3\uff0c\u8fd9\u4e9b\u5305\u62ec<strong>\u4e3b\u6210\u5206\u5206\u6790\uff08PCA\uff09\u3001\u7ebf\u6027\u56de\u5f52\u3001\u5cad\u56de\u5f52\uff08Ridge Regression\uff09\u3001\u6700\u5c0f\u89d2\u56de\u5f52\uff08LARS\uff09\u3001\u591a\u5143\u81ea\u9002\u5e94\u56de\u5f52\u6837\u6761\uff08MARS\uff09<\/strong>\u3001\u4ee5\u53ca\u4e00\u4e9b\u53d8\u91cf\u9009\u62e9\u6280\u672f\u3002\u5728\u8fd9\u4e9b\u7b97\u6cd5\u4e2d\uff0c\u4e3b\u6210\u5206\u5206\u6790\uff08PCA\uff09\u662f\u6700\u5178\u578b\u7684\u4f7f\u7528\u7ebf\u6027\u4ee3\u6570\u6c42\u89e3\u7684\u4f8b\u5b50\uff0c\u5176\u91cd\u70b9\u5728\u4e8e\u901a\u8fc7\u65b9\u5dee\u6700\u5927\u5316\u8f6c\u6362\u6570\u636e\u81f3\u65b0\u7684\u5750\u6807\u7cfb\u3002<\/p>\n<\/p>\n<p><p>\u4e3b\u6210\u5206\u5206\u6790\uff08PCA\uff09\u901a\u8fc7\u6d88\u9664\u6570\u636e\u7684\u591a\u4f59\u4fe1\u606f\uff08\u53bb\u76f8\u5173\u6027\uff09\u5e76\u6316\u6398\u91cd\u8981\u7279\u5f81\u6765\u7b80\u5316\u6570\u636e\u3002\u5728\u8fdb\u884cPCA\u65f6\uff0c\u901a\u5e38\u5148\u6784\u5efa\u6570\u636e\u7684\u534f\u65b9\u5dee\u77e9\u9635\uff0c\u7136\u540e\u6c42\u89e3\u8be5\u77e9\u9635\u7684\u7279\u5f81\u503c\u548c\u5bf9\u5e94\u7684\u7279\u5f81\u5411\u91cf\u3002\u7279\u5f81\u503c\u964d\u5e8f\u6392\u5217\u540e\u5bf9\u5e94\u7684\u7279\u5f81\u5411\u91cf\u5c31\u6784\u6210\u4e86\u4e3b\u6210\u5206\u3002\u8fd9\u4e9b\u4e3b\u6210\u5206\u662f\u539f\u59cb\u6570\u636e\u5728\u65b0\u7279\u5f81\u7a7a\u95f4\u4e2d\u7684\u6b63\u4ea4\u57fa\uff0c\u80fd\u591f\u5728\u4e22\u5931\u6700\u5c11\u4fe1\u606f\u7684\u524d\u63d0\u4e0b\uff0c\u8868\u793a\u539f\u59cb\u6570\u636e\u3002<\/p>\n<\/p>\n<p><h3>\u4e00\u3001\u4ecb\u7ecd\u7ebf\u6027\u56de\u5f52<\/h3>\n<\/p>\n<p><p>\u7ebf\u6027\u56de\u5f52\u662f\u673a\u5668\u5b66\u4e60\u4e2d\u6700\u57fa\u7840\u4e5f\u662f\u6700\u5e38\u7528\u7684\u7b97\u6cd5\u4e4b\u4e00\uff0c\u5b83\u5047\u8bbe\u76ee\u6807\u503c\u4e0e\u7279\u5f81\u95f4\u5b58\u5728\u7ebf\u6027\u5173\u7cfb\u3002\u901a\u8fc7\u6700\u5c0f\u5316\u5b9e\u9645\u8f93\u51fa\u4e0e\u9884\u6d4b\u8f93\u51fa\u4e4b\u95f4\u7684\u5dee\u5f02\u5e73\u65b9\u548c\uff08\u6700\u5c0f\u4e8c\u4e58\u6cd5\uff09\uff0c\u53ef\u4ee5\u6c42\u89e3\u51fa\u7ebf\u6027\u65b9\u7a0b\u7ec4\uff0c\u4ece\u800c\u5f97\u5230\u6a21\u578b\u7684\u53c2\u6570\u3002\u5728\u8fd9\u4e2a\u8fc7\u7a0b\u4e2d\uff0c\u901a\u5e38\u4f1a\u6784\u5efa\u4e00\u4e2a\u8bbe\u8ba1\u77e9\u9635\uff0c\u5e76\u901a\u8fc7\u77e9\u9635\u8fd0\u7b97\u5f97\u5230\u6743\u91cd\u5411\u91cf\u3002<\/p>\n<\/p>\n<p><p>\u89e3\u7ebf\u6027\u65b9\u7a0b\u7ec4\u7684\u8fc7\u7a0b\u901a\u5e38\u6d89\u53ca\u5230\u6c42\u89e3\u8bbe\u8ba1\u77e9\u9635\u7684\u9006\u6216\u8005\u4f7f\u7528\u66f4\u4e3a\u7a33\u5b9a\u7684\u6570\u503c\u65b9\u6cd5\uff0c\u5982\u5947\u5f02\u503c\u5206\u89e3\uff08SVD\uff09\uff0c\u4ee5\u5904\u7406\u90a3\u4e9b\u4e0d\u9002\u5b9a\u95ee\u9898\u6216\u8005\u6570\u636e\u77e9\u9635\u975e\u6ee1\u79e9\u7684\u60c5\u51b5\u3002<\/p>\n<\/p>\n<p><h3>\u4e8c\u3001\u63a2\u7a76\u5cad\u56de\u5f52\uff08Ridge Regression\uff09<\/h3>\n<\/p>\n<p><p>\u5f53\u6211\u4eec\u5728\u9762\u5bf9\u7ebf\u6027\u56de\u5f52\u6a21\u578b\u8fc7\u62df\u5408\u7684\u95ee\u9898\u65f6\uff0c\u5cad\u56de\u5f52\u7b97\u6cd5\u662f\u4e00\u79cd\u6539\u8fdb\u7684\u65b9\u6cd5\u3002\u5cad\u56de\u5f52\u901a\u8fc7\u5728\u635f\u5931\u51fd\u6570\u4e2d\u6dfb\u52a0\u4e00\u4e2aL2\u6b63\u5219\u9879\uff08\u60e9\u7f5a\u9879\uff09\uff0c\u51cf\u5c11\u6216\u8005\u963b\u6b62\u8fc7\u4e8e\u590d\u6742\u7684\u6a21\u578b\u3002\u8fd9\u4e2a\u6dfb\u52a0\u7684\u6b63\u5219\u9879\u80fd\u591f\u786e\u4fdd\u5728\u8bad\u7ec3\u8fc7\u7a0b\u4e2d\u6743\u91cd\u4e0d\u4f1a\u53d8\u5f97\u8fc7\u5927\uff0c\u4ee5\u6b64\u6765\u63a7\u5236\u6a21\u578b\u590d\u6742\u5ea6\u3002<\/p>\n<\/p>\n<p><p>\u5728\u6570\u5b66\u4e0a\uff0c\u5cad\u56de\u5f52\u6d89\u53ca\u5230\u6c42\u89e3\u4e00\u4e2a\u5305\u542b\u6b63\u5219\u9879\u7684\u7ebf\u6027\u65b9\u7a0b\u7ec4\u3002\u8fd9\u901a\u5e38\u901a\u8fc7\u6c42\u89e3\u589e\u5e7f\u77e9\u9635\u7684\u7279\u5f81\u503c\u95ee\u9898\u6765\u5b8c\u6210\uff0c\u6216\u8005\u901a\u8fc7\u8ba1\u7b97\u95ed\u5408\u5f62\u5f0f\u89e3\uff0c\u8be5\u89e3\u6d89\u53ca\u5230\u539f\u77e9\u9635\u52a0\u4e0a\u4e00\u4e2a\u5355\u4f4d\u77e9\u9635\u4e0e\u6b63\u5219\u5316\u53c2\u6570\u4e58\u79ef\u7684\u9006\u3002<\/p>\n<\/p>\n<p><h3>\u4e09\u3001\u5206\u6790\u6700\u5c0f\u89d2\u56de\u5f52\uff08LARS\uff09<\/h3>\n<\/p>\n<p><p>\u6700\u5c0f\u89d2\u56de\u5f52\uff08LARS\uff09\u662f\u4e00\u79cd\u6709\u6548\u7684\u53d8\u91cf\u9009\u62e9\u548c\u53c2\u6570\u4f30\u8ba1\u65b9\u6cd5\uff0c\u5b83\u5728\u5bfb\u627e\u7a00\u758f\u89e3\u7684\u8fc7\u7a0b\u4e2d\u6bcf\u6b21\u4ec5\u4ec5\u4fee\u6539\u4e0e\u54cd\u5e94\u53d8\u91cf\u6709\u6700\u5927\u76f8\u5173\u6027\u7684\u53d8\u91cf\u3002LARS\u7b97\u6cd5\u4ecb\u4e8e\u524d\u5411\u9010\u6b65\u56de\u5f52\u548c\u5cad\u56de\u5f52\u4e4b\u95f4\uff0c\u80fd\u591f\u6839\u636e\u6570\u636e\u7279\u70b9\u81ea\u52a8\u8c03\u6574\u6b63\u5219\u5316\u7684\u5f3a\u5ea6\u3002<\/p>\n<\/p>\n<p><p>LARS\u7b97\u6cd5\u7684\u6838\u5fc3\u601d\u60f3\u662f\u5728\u53c2\u6570\u7a7a\u95f4\u4e2d\u6cbf\u7740\u4e0e\u76ee\u6807\u6700\u76f8\u5173\u7684\u65b9\u5411\u524d\u8fdb\uff0c\u800c\u8fd9\u4e2a\u65b9\u5411\u53ef\u4ee5\u901a\u8fc7\u89e3\u4e00\u4e2a\u4e0e\u57fa\u4e8e\u76f8\u5173\u6027\u7684\u7ebf\u6027\u65b9\u7a0b\u7ec4\u6c42\u89e3\u5f97\u5230\u3002\u5b83\u80fd\u591f\u8f83\u5feb\u5730\u627e\u5230\u4e00\u7cfb\u5217\u7684\u635f\u5931\u51fd\u6570\u5c40\u90e8\u6700\u5c0f\u70b9\uff0c\u5229\u7528\u8fd9\u4e9b\u70b9\u6784\u5efa\u89e3\u7684\u8def\u5f84\u3002<\/p>\n<\/p>\n<p><h3>\u56db\u3001\u8ba8\u8bba\u591a\u5143\u81ea\u9002\u5e94\u56de\u5f52\u6837\u6761\uff08MARS\uff09<\/h3>\n<\/p>\n<p><p>\u591a\u5143\u81ea\u9002\u5e94\u56de\u5f52\u6837\u6761\uff08MARS\uff09\u662f\u4e00\u79cd\u975e\u53c2\u6570\u7684\u56de\u5f52\u65b9\u6cd5\uff0c\u4e3b\u8981\u7528\u4e8e\u9ad8\u7ef4\u6570\u636e\u7684\u5efa\u6a21\u3002\u8be5\u7b97\u6cd5\u4e0d\u9700\u8981\u4e8b\u5148\u5047\u8bbe\u6570\u636e\u4e4b\u95f4\u5b58\u5728\u7684\u5173\u7cfb\u662f\u7ebf\u6027\u7684\u6216\u8005\u975e\u7ebf\u6027\u7684\u3002MARS\u901a\u8fc7\u6784\u5efa\u5206\u6bb5\u7ebf\u6027\u56de\u5f52\u6765\u903c\u8fd1\u6570\u636e\u6f5c\u5728\u7684\u5173\u7cfb\uff0c\u5e76\u901a\u8fc7\u4f18\u5316\u5ea6\u91cf\u5728\u4e0d\u540c\u6bb5\u4e4b\u95f4\u7684\u8fc7\u6e21\u5e73\u6ed1\u6027\u3002<\/p>\n<\/p>\n<p><p>\u867d\u7136MARS\u4e0d\u76f4\u63a5\u6c42\u89e3\u7ebf\u6027\u65b9\u7a0b\u7ec4\uff0c\u4f46\u5176\u5728\u6784\u5efa\u6bcf\u4e2a\u5206\u6bb5\u7ebf\u6027\u7ec4\u4ef6\u65f6\u9700\u8981\u89e3\u51b3\u7ebf\u6027\u95ee\u9898\u3002\u8fd9\u4e9b\u7ebf\u6027\u95ee\u9898\u7684\u89e3\u786e\u5b9a\u4e86\u6a21\u578b\u5728\u6bcf\u4e00\u4e2a\u8282\u70b9\u7684\u53c2\u6570\u3002<\/p>\n<\/p>\n<p><h3>\u4e94\u3001\u603b\u7ed3\u53d8\u91cf\u9009\u62e9\u6280\u672f<\/h3>\n<\/p>\n<p><p>\u5728\u673a\u5668\u5b66\u4e60\u7684\u7279\u5f81\u9009\u62e9\u9886\u57df\uff0c\u6709\u5f88\u591a\u7b97\u6cd5\u901a\u8fc7\u89e3\u7ebf\u6027\u65b9\u7a0b\u7ec4\u6765\u786e\u5b9a\u54ea\u4e9b\u53d8\u91cf\u5e94\u88ab\u5305\u62ec\u5728\u6a21\u578b\u4e2d\u3002\u4f8b\u5982\uff0c\u5411\u524d\u9009\u62e9\u3001\u5411\u540e\u5254\u9664\u6216\u9010\u6b65\u56de\u5f52\u7b49\u65b9\u6cd5\u5728\u6bcf\u4e00\u6b65\u90fd\u6d89\u53ca\u89e3\u4e00\u4e2a\u7ebf\u6027\u65b9\u7a0b\u7ec4\u6765\u66f4\u65b0\u6a21\u578b\u53c2\u6570\u3002\u8fd9\u4e9b\u7b97\u6cd5\u7684\u76ee\u6807\u662f\u5728\u9884\u6d4b\u6027\u80fd\u4e0e\u6a21\u578b\u590d\u6742\u5ea6\u4e4b\u95f4\u627e\u5230\u5e73\u8861\u70b9\u3002<\/p>\n<\/p>\n<p><p>\u53d8\u91cf\u9009\u62e9\u6280\u672f\u5f80\u5f80\u901a\u8fc7\u6784\u5efa\u4e00\u4e2a\u635f\u5931\u51fd\u6570\uff0c\u7136\u540e\u5728\u8be5\u51fd\u6570\u7684\u7ea6\u675f\u4e0b\u5bf9\u7279\u5f81\u8fdb\u884c\u8bc4\u5206\u3001\u6392\u5e8f\u548c\u9009\u62e9\u3002\u901a\u8fc7\u8fd9\u79cd\u65b9\u5f0f\uff0c\u5229\u7528\u7ebf\u6027\u65b9\u7a0b\u7ec4\u6c42\u89e3\u6765\u51b3\u5b9a\u6700\u7ec8\u7684\u6a21\u578b\u7ed3\u6784\u3002<\/p>\n<\/p>\n<p><p><strong>\u603b\u7ed3\u800c\u8a00\uff0c\u673a\u5668\u5b66\u4e60\u4e2d\u6709\u591a\u79cd\u7b97\u6cd5\u4f9d\u8d56\u4e8e\u8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