During the past decade there has been an explosion in computation and information technology. With it has come vast amounts of data in a variety of fields such as medicine, biology, finance, and marketing. The challenge of understanding these data has led to the development of new tools in the field of statistics, and spawned new areas such as data mining, machine learning, and...
During the past decade there has been an explosion in computation and information technology. With it has come vast amounts of data in a variety of fields such as medicine, biology, finance, and marketing. The challenge of understanding these data has led to the development of new tools in the field of statistics, and spawned new areas such as data mining, machine learning, and bioinformatics. Many of these tools have common underpinnings but are often expressed with different terminology. This book descibes the important ideas in these areas in a common conceptual framework. While the approach is statistical, the emphasis is on concepts rather than mathematics. Many examples are given, with a liberal use of color graphics. It should be a valuable resource for statisticians and anyone interested in data mining in science or industry. The book's coverage is broad, from supervised learing (prediction) to unsupervised learning. The many topics include neural networks, support vector machines, classification trees and boosting--the first comprehensive treatment of this topic in any book. Trevor Hastie, Robert Tibshirani, and Jerome Friedman are professors of statistics at Stanford University. They are prominent researchers in this area: Hastie and Tibshirani developed generalized additive models and wrote a popular book of that title. Hastie wrote much of the statistical modeling software in S-PLUS and invented principal curves and surfaces. Tibshirani proposed the Lasso and is co-author of the very successful <EM>An Introduction to the Bootstrap</EM>. Friedman is the co-inventor of many data-mining tools including CART, MARS, and projection pursuit.
The Elements of Statistical Learning的创作者
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Trevor Hastie, Robert Tibshirani, and Jerome Friedman are professors of statistics at Stanford University. They are prominent researchers in this area: Hastie and Tibshirani developed generalized additive models and wrote a popular book of that title. Hastie co-developed much of the statistical modeling software and environment in R/S-PLUS and invented principal curves and surf...
Trevor Hastie, Robert Tibshirani, and Jerome Friedman are professors of statistics at Stanford University. They are prominent researchers in this area: Hastie and Tibshirani developed generalized additive models and wrote a popular book of that title. Hastie co-developed much of the statistical modeling software and environment in R/S-PLUS and invented principal curves and surfaces. Tibshirani proposed the lasso and is co-author of the very successful An Introduction to the Bootstrap. Friedman is the co-inventor of many data-mining tools including CART, MARS, projection pursuit and gradient boosting.
LAR uses least squares directions in the active set of variables.
Lasso uses least square directions; if a variable crosses zero, it is removed from the active set.
Boosting uses non-negative least squares directions in the active set. (查看原文)
Elements of statistic learning is one of the most important textbooks on algorithm analysis in the field of machine learning. The authors of this book, Trevor Hastie, Robert Tibshirani and Jerome Friedman, are pioneers in the area and have done really b...
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10 有用 masque 2014-04-13 03:15:28
ESL跟PRML侧重很不一样。前者从frequentist的角度,后者从Bayesian的角度。Machine Learning a Prospective Approach则是二者中合。 感觉ESL讲的东西较PRML直觉性强很多。尤其是bayesian的一堆东西全没法计算,全是approximation,真用到实战中头疼得要死。而ESL上的方法多用bootstraping来近似贝叶斯学派的方法... ESL跟PRML侧重很不一样。前者从frequentist的角度,后者从Bayesian的角度。Machine Learning a Prospective Approach则是二者中合。 感觉ESL讲的东西较PRML直觉性强很多。尤其是bayesian的一堆东西全没法计算,全是approximation,真用到实战中头疼得要死。而ESL上的方法多用bootstraping来近似贝叶斯学派的方法,实现简单太多。(第8章) (展开)
0 有用 羊亦鱼 2018-01-03 06:32:13
讲的和我理解的统计学习不大一样
0 有用 pluskid 2011-03-20 10:58:21
只能算断断续续地读了其中一些吧
0 有用 paracelsus 2008-09-02 14:12:40
bias-variance tradeoff等框架
0 有用 littlez 2014-05-08 09:51:18
so clear and comprehensive