1
$\begingroup$

Background:
I like to think of L'Hospital as one of the earliest authors of least-squares regression.

L'Hospital, G. (1696). L'analyse des infiniment petits pour l'intelligence des lignes courbes.

I'm sure there are other historic examples, but this is the oldest that I know.

Along the lines of the first publisher of the idea, I was wondering:

Q: What is the oldest example of using regularization? Who used the term or discovered the idea first?

Thoughts:
Ridge regression, a regularized regression, has been around quite a while.

Hoerl, A. E., & Kennard, R. W. (1970). Ridge regression: Biased estimation for nonorthogonal problems. Technometrics, 12(1), 55-67.

There are articles on the general topic from the 1930's, but who was the first, the pioneer?

Improve this question
$\endgroup$
1
  • 2
    $\begingroup$ "The need to tame, or at least mitigate, these instabilities led Phillips and Tikhonov to independently develop the first regularization methods for approximation of solutions in 1962 and 1963, respectively" C W Groetsch 2007 J. Phys.: Conf. Ser. 73 012001 $\endgroup$
    – AChem
    Apr 19, 2022 at 19:53

0

Reset to default

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.