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1、Hastie•Tibshirani•FriedmanSpringerSeriesinStatisticsSpringerSeriesinStatisticsTrevorHastieTrevorHastie•RobertTibshirani•JeromeFriedmanRobertTibshiraniTheElementsofStaticticalLearningJeromeFriedmanDuringthepastdecadetherehasbeenanexplosionincomputationandinformationtech-nology
2、.Withithavecomevastamountsofdatainavarietyoffieldssuchasmedicine,biolo-gy,finance,andmarketing.Thechallengeofunderstandingthesedatahasledtothedevel-TheElementsofopmentofnewtoolsinthefieldofstatistics,andspawnednewareassuchasdatamining,machinelearning,andbioinformatics.Manyoft
3、hesetoolshavecommonunderpinningsbutTheElementsofStatisticalLearningareoftenexpressedwithdifferentterminology.Thisbookdescribestheimportantideasintheseareasinacommonconceptualframework.Whiletheapproachisstatistical,theemphasisisonconceptsratherthanmathematics.Manyexamplesaregi
4、ven,withaliberalStatisticalLearninguseofcolorgraphics.Itshouldbeavaluableresourceforstatisticiansandanyoneinterestedindatamininginscienceorindustry.Thebook’scoverageisbroad,fromsupervisedlearning(prediction)tounsupervisedlearning.Themanytopicsincludeneuralnetworks,supportvect
5、ormachines,classificationtreesandboosting—thefirstcomprehensivetreatmentofthisDataMining,Inference,andPredictiontopicinanybook.Thismajorneweditionfeaturesmanytopicsnotcoveredintheoriginal,includinggraphicalmodels,randomforests,ensemblemethods,leastangleregression&pathalgorith
6、msforthelasso,non-negativematrixfactorization,andspectralclustering.Thereisalsoachapteronmethodsfor“wide”data(pbiggerthann),includingmultipletestingandfalsediscoveryrates.TrevorHastie,RobertTibshirani,andJeromeFriedmanareprofessorsofstatisticsatSecondEditionStanfordUniversity
7、.Theyareprominentresearchersinthisarea:HastieandTibshiranidevelopedgeneralizedadditivemodelsandwroteapopularbookofthattitle.Hastieco-developedmuchofthestatisticalmodelingsoftwareandenvironmentinR/S-PLUSandinventedprincipalcurvesandsurfaces.Tibshiraniproposedthelassoandisco-au
8、thoroftheverysuccessfulAnIntroductiontotheBootstrap.Friedmanistheco-