The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second EditionDuring the past decade there has been an explosion in computation and information technology. With it have 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 describes 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 is a valuable resource for statisticians and anyone interested in data mining in science or industry. The book's coverage is broad, from supervised learning (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. This major new edition features many topics not covered in the original, including graphical models, random forests, ensemble methods, least angle regression & path algorithms for the lasso, non-negative matrix factorization, and spectral clustering. There is also a chapter on methods for ``wide'' data (p bigger than n), including multiple testing and false discovery rates. 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. |
From inside the book
Results 1-5 of 84
... Distribution Pr(X, Y) . . . . . . . 28 2.6.2 Supervised Learning . . . . . . . . . . . . . . . . 2.6.3 Function Approximation . . . . . . . . . . . . . 29 Structured Regression Models . . . . . . . . . . . . . . . 32 2.7.1 Difficulty of ...
... distributions, with individual means themselves distributed as Gaussian. A mixture of Gaussians is best described in terms of the generative model. One first generates a discrete variable that determines which of the component Gaussians ...
... distribution Pr(X, Y). We seek a function f(X) for predicting Y given values of the input X. This theory requires a loss function L(Y,f(X)) for penalizing errors in prediction, and by far the most common and convenient is squared error ...
... distribution Pr(X, Y), one can show that as N,k → ∞ such that k/N → 0, f(x)ˆ → E(Y|X = x). In light of this, why look further, since it seems we have a universal approximator? We often do not have very large samples. If the linear ...
... with respect to the joint distribution Pr(G, X). Again we condition, and can write EPE as EPE = EX K∑ k=1 L[Gk, G(X)]Pr(Gˆk|X) (2.20) Bayes Optimal Classifier :O: FIGURE 2,5. The optimal Bayes decision 20 2. Overview of Supervised ...
Contents
1 | |
9 | |
43 | |
4 Linear Methods for Classification | 100 |
5 Basis Expansions and Regularization | 139 |
6 Kernel Smoothing Methods | 190 |
7 Model Assessment and Selection | 219 |
8 Model Inference and Averaging | 261 |
12 Support Vector Machines and Flexible Discriminants | 417 |
13 Prototype Methods and NearestNeighbors | 459 |
14 Unsupervised Learning | 485 |
15 Random Forests | 586 |
16 Ensemble Learning | 605 |
17 Undirected Graphical Models | 625 |
p N | 649 |
References | 699 |
9 Additive Models Trees and Related Methods | 295 |
10 Boosting and Additive Trees | 337 |
11 Neural Networks | 388 |
Author Index | 729 |
Index | 737 |