统计学习基础:(英文版)
出版时间:
2009-01
版次:
1
ISBN:
9787506292313
定价:
88.00
装帧:
平装
开本:
32开
纸张:
胶版纸
页数:
533页
正文语种:
英语
-
Thelearningproblemsthatweconsidercanberoughlycategorizedaseithersupervisedorunsupervised.Insupervisedlearning,thegoalistopredictthevalueofanoutcomemeasurebasedonanumberofinputmeasures;inunsupervisedlearning,thereisnooutcomemeasure,andthegoalistodescribetheassociationsandpatternsamongasetofinputmeasures. 作者:(德国)T.黑斯蒂(Trevor Hastie) Preface
1IntroductionOverviewofSupervisedLearning
2.1Introduction
2.2VariableTypesandTerminology
2.3TwoSimpleApproachestoPrediction:LeastSquaresandNearestNeighbors
2.3.1LinearModelsandLeastSquares
2.3.2Nearest-NeighborMethods
2.3.3FromLeastSquarestoNearestNeighbors
2.4StatisticalDecisionTheory
2.5LocalMethodsinHighDimensions
2.6StatisticalModels,SupervisedLearningandFunctionApproximation
2.6.1AStatisticalModelfortheJointDistributionPr(X,Y)
2.6.2SupervisedLearning
2.6.3FunctionApproximation
2.7StructuredRegressionModels
2.7.1DifficultyoftheProblem
2.8ClassesofRestrictedEstimators
2.8.1RoughnessPenaltyandBayesianMethods
2.8.2KernelMethodsandLocalRegression
2.8.3BasisFunctionsandDictionaryMethods
2.9ModelSelectionandtheBias-VarianceTradeoff
BibliographicNotes
Exercises
3LinearMethodsforRegression
3.1Introduction
3.2LinearRegressionModelsandLeastSquares
3.2.1Example:ProstateCancer
3.2.2TheGanss-MarkovTheorem
3.3MultipleRegressionfromSimpleUnivariateRegression
3.3.1MultipleOutputs
3.4SubsetSelectionandCoefficientShrinkage
3.4.1SubsetSelection
3.4.2ProstateCancerDataExamplefContinued)
3.4.3ShrinkageMethods
3.4.4MethodsUsingDerivedInputDirections
3.4.5Discussion:AComparisonoftheSelectionandShrinkageMethods
3.4.6MultipleOutcomeShrinkageandSelection
3.5CompntationalConsiderations
BibliographicNotes
Exercises
4LinearMethodsforClassification
4.1Introduction
4.2LinearRegressionofanIndicatorMatrix
4.3LinearDiscriminantAnalysis
4.3.1RegularizedDiscriminantAnalysis
4.3.2ComputationsforLDA
4.3.3Reduced-RankLinearDiscriminantAnalysis
4.4LogisticRegression
4.4.1FittingLogisticRegressionModels
4.4.2Example:SouthAfricanHeartDisease
4.4.3QuadraticApproximationsandInference
4.4.4LogisticRegressionorLDA7
4.5SeparatingHyperplanes
4.5.1RosenblattsPerceptronLearningAlgorithm
4.5.2OptimalSeparatingHyperplanes
BibliographicNotes
Exercises
5BasisExpansionsandRegularizatlon
5.1Introduction
5.2PiecewisePolynomialsandSplines
5.2.1NaturalCubicSplines
5.2.2Example:SouthAfricanHeartDisease(Continued)
5.2.3Example:PhonemeRecognition
5.3FilteringandFeatureExtraction
5.4SmoothingSplines
5.4.1DegreesofFreedomandSmootherMatrices
5.5AutomaticSelectionoftheSmoothingParameters
5.5.1FixingtheDegreesofFreedom
5.5.2TheBias-VarianceTradeoff
5.6NonparametricLogisticRegression
5.7MultidimensionalSplines
5.8RegularizationandReproducingKernelHilbertSpaces..
5.8.1SpacesofPhnctionsGeneratedbyKernels
5.8.2ExamplesofRKHS
5.9WaveletSmoothing
5.9.1WaveletBasesandtheWaveletTransform
5.9.2AdaptiveWaveletFiltering
BibliographicNotes
Exercises
Appendix:ComputationalConsiderationsforSplines
Appendix:B-splines
Appendix:ComputationsforSmoothingSplines
6KernelMethods
6.1One-DimensionalKernelSmoothers
6.1.1LocalLinearRegression
6.1.2LocalPolynomialRegression
6.2SelectingtheWidthoftheKernel
6.3LocalRegressioninJap
6.4StructuredLocalRegressionModelsin]ap
6.4.1StructuredKernels
6.4.2StructuredRegressionFunctions
6.5LocalLikelihoodandOtherModels
6.6KernelDensityEstimationandClassification
6.6.1KernelDensityEstimation
6.6.2KernelDensityClassification
6.6.3TheNaiveBayesClassifier
6.7RadialBasisFunctionsandKernels
6.8MixtureModelsforDensityEstimationandClassification
6.9ComputationalConsiderations
BibliographicNotes
Exercises
7ModelAssessmentandSelection
7.1Introduction
7.2Bias,VarianceandModelComplexity
7.3TheBias-VarianceDecomposition
7.3.1Example:Bias-VarianceTradeoff
7.4OptimismoftheTrainingErrorRate
7.5EstimatesofIn-SamplePredictionError
7.6TheEffectiveNumberofParameters
7.7TheBayesianApproachandBIC
7.8MinimumDescriptionLength
7.9VapnikChernovenkisDimension
7.9.1Example(Continued)
7.10Cross-Validation
7.11BootstrapMethods
7.11.1Example(Continued)
BibliographicNotes
Exercises
8ModelInferenceandAveraging
8.1Introduction
8.2TheBootstrapandMaximumLikelihoodMethods
8.2.1ASmoothingExample
8.2.2MaximumLikelihoodInference
8.2.3BootstrapversusMaximumLikelihood
8.3BayesianMethods
8.4RelationshipBetweentheBootstrapandBayesianInference
8.5TheEMAlgorithm
8.5.1Two-ComponentMixtureModel
8.5.2TheEMAlgorithminGeneral
8.5.3EMasaMaximization-MaximizationProcedure
8.6MCMCforSamplingfromthePosterior
8.7Bagging
8.7.1Example:TreeswithSimulatedData
8.8ModelAveragingandStacking
8.9StochasticSearch:Bumping
BibliographicNotes
Exercises
9AdditiveModels,Trees,andRelatedMethods
9.1GeneralizedAdditiveModels
9.1.1FittingAdditiveModels
9.1.2Example:AdditiveLogisticRegression
9.1.3Summary
9.2TreeBasedMethods
10BoostingandAdditiveTrees
11NeuralNetworks
12SupportVectorMachinesandFlexibleDiscriminants
13PrototypeMethodsandNearest-Neighbors
14UnsupervisedLearning
References
AuthorIndex
Index
-
内容简介:
Thelearningproblemsthatweconsidercanberoughlycategorizedaseithersupervisedorunsupervised.Insupervisedlearning,thegoalistopredictthevalueofanoutcomemeasurebasedonanumberofinputmeasures;inunsupervisedlearning,thereisnooutcomemeasure,andthegoalistodescribetheassociationsandpatternsamongasetofinputmeasures.
-
作者简介:
作者:(德国)T.黑斯蒂(Trevor Hastie)
-
目录:
Preface
1IntroductionOverviewofSupervisedLearning
2.1Introduction
2.2VariableTypesandTerminology
2.3TwoSimpleApproachestoPrediction:LeastSquaresandNearestNeighbors
2.3.1LinearModelsandLeastSquares
2.3.2Nearest-NeighborMethods
2.3.3FromLeastSquarestoNearestNeighbors
2.4StatisticalDecisionTheory
2.5LocalMethodsinHighDimensions
2.6StatisticalModels,SupervisedLearningandFunctionApproximation
2.6.1AStatisticalModelfortheJointDistributionPr(X,Y)
2.6.2SupervisedLearning
2.6.3FunctionApproximation
2.7StructuredRegressionModels
2.7.1DifficultyoftheProblem
2.8ClassesofRestrictedEstimators
2.8.1RoughnessPenaltyandBayesianMethods
2.8.2KernelMethodsandLocalRegression
2.8.3BasisFunctionsandDictionaryMethods
2.9ModelSelectionandtheBias-VarianceTradeoff
BibliographicNotes
Exercises
3LinearMethodsforRegression
3.1Introduction
3.2LinearRegressionModelsandLeastSquares
3.2.1Example:ProstateCancer
3.2.2TheGanss-MarkovTheorem
3.3MultipleRegressionfromSimpleUnivariateRegression
3.3.1MultipleOutputs
3.4SubsetSelectionandCoefficientShrinkage
3.4.1SubsetSelection
3.4.2ProstateCancerDataExamplefContinued)
3.4.3ShrinkageMethods
3.4.4MethodsUsingDerivedInputDirections
3.4.5Discussion:AComparisonoftheSelectionandShrinkageMethods
3.4.6MultipleOutcomeShrinkageandSelection
3.5CompntationalConsiderations
BibliographicNotes
Exercises
4LinearMethodsforClassification
4.1Introduction
4.2LinearRegressionofanIndicatorMatrix
4.3LinearDiscriminantAnalysis
4.3.1RegularizedDiscriminantAnalysis
4.3.2ComputationsforLDA
4.3.3Reduced-RankLinearDiscriminantAnalysis
4.4LogisticRegression
4.4.1FittingLogisticRegressionModels
4.4.2Example:SouthAfricanHeartDisease
4.4.3QuadraticApproximationsandInference
4.4.4LogisticRegressionorLDA7
4.5SeparatingHyperplanes
4.5.1RosenblattsPerceptronLearningAlgorithm
4.5.2OptimalSeparatingHyperplanes
BibliographicNotes
Exercises
5BasisExpansionsandRegularizatlon
5.1Introduction
5.2PiecewisePolynomialsandSplines
5.2.1NaturalCubicSplines
5.2.2Example:SouthAfricanHeartDisease(Continued)
5.2.3Example:PhonemeRecognition
5.3FilteringandFeatureExtraction
5.4SmoothingSplines
5.4.1DegreesofFreedomandSmootherMatrices
5.5AutomaticSelectionoftheSmoothingParameters
5.5.1FixingtheDegreesofFreedom
5.5.2TheBias-VarianceTradeoff
5.6NonparametricLogisticRegression
5.7MultidimensionalSplines
5.8RegularizationandReproducingKernelHilbertSpaces..
5.8.1SpacesofPhnctionsGeneratedbyKernels
5.8.2ExamplesofRKHS
5.9WaveletSmoothing
5.9.1WaveletBasesandtheWaveletTransform
5.9.2AdaptiveWaveletFiltering
BibliographicNotes
Exercises
Appendix:ComputationalConsiderationsforSplines
Appendix:B-splines
Appendix:ComputationsforSmoothingSplines
6KernelMethods
6.1One-DimensionalKernelSmoothers
6.1.1LocalLinearRegression
6.1.2LocalPolynomialRegression
6.2SelectingtheWidthoftheKernel
6.3LocalRegressioninJap
6.4StructuredLocalRegressionModelsin]ap
6.4.1StructuredKernels
6.4.2StructuredRegressionFunctions
6.5LocalLikelihoodandOtherModels
6.6KernelDensityEstimationandClassification
6.6.1KernelDensityEstimation
6.6.2KernelDensityClassification
6.6.3TheNaiveBayesClassifier
6.7RadialBasisFunctionsandKernels
6.8MixtureModelsforDensityEstimationandClassification
6.9ComputationalConsiderations
BibliographicNotes
Exercises
7ModelAssessmentandSelection
7.1Introduction
7.2Bias,VarianceandModelComplexity
7.3TheBias-VarianceDecomposition
7.3.1Example:Bias-VarianceTradeoff
7.4OptimismoftheTrainingErrorRate
7.5EstimatesofIn-SamplePredictionError
7.6TheEffectiveNumberofParameters
7.7TheBayesianApproachandBIC
7.8MinimumDescriptionLength
7.9VapnikChernovenkisDimension
7.9.1Example(Continued)
7.10Cross-Validation
7.11BootstrapMethods
7.11.1Example(Continued)
BibliographicNotes
Exercises
8ModelInferenceandAveraging
8.1Introduction
8.2TheBootstrapandMaximumLikelihoodMethods
8.2.1ASmoothingExample
8.2.2MaximumLikelihoodInference
8.2.3BootstrapversusMaximumLikelihood
8.3BayesianMethods
8.4RelationshipBetweentheBootstrapandBayesianInference
8.5TheEMAlgorithm
8.5.1Two-ComponentMixtureModel
8.5.2TheEMAlgorithminGeneral
8.5.3EMasaMaximization-MaximizationProcedure
8.6MCMCforSamplingfromthePosterior
8.7Bagging
8.7.1Example:TreeswithSimulatedData
8.8ModelAveragingandStacking
8.9StochasticSearch:Bumping
BibliographicNotes
Exercises
9AdditiveModels,Trees,andRelatedMethods
9.1GeneralizedAdditiveModels
9.1.1FittingAdditiveModels
9.1.2Example:AdditiveLogisticRegression
9.1.3Summary
9.2TreeBasedMethods
10BoostingandAdditiveTrees
11NeuralNetworks
12SupportVectorMachinesandFlexibleDiscriminants
13PrototypeMethodsandNearest-Neighbors
14UnsupervisedLearning
References
AuthorIndex
Index
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