The elements of statistical learning : data mining, inference, and prediction

Trevor Hastie, Robert Tibshirani, Jerome Friedman

During 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.

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[目次]

  • Introduction.- Overview of supervised learning.- Linear methods for regression.- Linear methods for classification.- Basis expansions and regularization.- Kernel smoothing methods.- Model assessment and selection.- Model inference and averaging.- Additive models, trees, and related methods.- Boosting and additive trees.- Neural networks.- Support vector machines and flexible discriminants.- Prototype methods and nearest-neighbors.- Unsupervised learning.

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この本の情報

書名 The elements of statistical learning : data mining, inference, and prediction
著作者等 Friedman, J. H.
Hastie, T. J
Tibshirani, R. J.
Friedman Jerome
Tibshirani Robert
Hastie Trevor
シリーズ名 Springer series in statistics
出版元 Springer
刊行年月 c2009
版表示 2nd ed
ページ数 xxii, 745 p.
大きさ 25 cm
ISBN 9780387848570
NCID BA89336082
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言語 英語
出版国 アメリカ合衆国
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