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1、ASolutionManualandNotesfor:TheElementsofStatisticalLearningbyJeromeFriedman,TrevorHastie,andRobertTibshiraniJohnL.Weatherwax∗DavidEpstein†21June2013IntroductionTheElementsofStatisticalLearningisaninfluentialandwidelystudiedbookinthefieldsofmachinelearni
2、ng,statisticalinference,andpatternrecognition.Itisastandardrecom-mendedtextinmanygraduatecoursesonthesetopics.Itisalsoverychallenging,particularlyifonefacesitwithoutthesupportofteacherswhoareexpertinthesubjectmatter.Forvariousreasons,bothauthorsofthes
3、enotesfelttheneedtounderstandthebookwell,andthereforetoproducenotesonthetextwhenwefoundthetextdifficultatfirstreading,andanswerstotheexercises.Gainingunderstandingistime-consumingandintellectuallydemanding,soitseemedsensibletorecordoureffortsinLaTeX,andma
4、keitavailableonthewebtootherreaders.Avaluableby-productofwritingupmathematicalmaterial,isthatoftenonefindsgapsanderrorsinwhatonehaswritten.Nowitiswell-knowninallbranchesoflearning,butinparticularinmathematicallearning,thatthewaytolearnistodo,ratherthan
5、toread.Itisalltoocommontoreadthroughsomematerial,convinceoneselfthatoneunderstandsitwell,butthenfindoneselfatseawhentryingtoapplyitinevenaslightlydifferentsituation.Moreover,materialunderstoodonlyatashallowleveliseasilyforgotten.Itisthereforeourstrongre
6、commendationthatreadersofthebookshouldnotlookatourresponsestoanyoftheexercisesbeforemakingasubstantialefforttounderstanditwithoutthisaid.Anytimespentinthisway,evenifitendswithoutsuccess,willmakeoursolutions∗wax@alum.mit.edu†David.Epstein@warwick.ac.uk1
7、easiertounderstandandmorememorable.Quitelikelyyouwillfindbettersolutionsthanthoseprovidedhere—letusknowwhenyoudo!Asfarasteachersofcoursesbasedonthetextareconcerned,ournotesmayberegardedasadisadvantage,becauseitmaybefeltthattheexercisesinthebookcannolon
8、gerbeusedasasourceofhomeworkorquestionsfortestsandexaminations.Thisisaslightconflictofinterestbetweenteachersofcoursesontheonehand,andindependentlearnersontheotherhand.Findingourselvesintheranksoftheindependentlearners,thepositionwetakeishardly