The elements of statistical learning. Data mining, inference, and prediction
This book is designed for researchers and students in the fields of statistics, artificial intelligence, engineering, finance and others. Some of the most important learning methods with the underlying concepts are described. The approach is statistical, though written in a more intuitive fashion emphasizing concepts rather than mathematical details. The authors use the more modern language of machine learning. The dependent and independent variables in statistical literature are interchangeably called responses and inputs, respectively. The book starts with an overview of the supervisory learning problem, and discusses linear regressions and classifications. For a single predictor, splines, wavelets, penalization and kernel methods are used. Model assessment and selection are covered by concepts of bias, variance, overfitting and cross validation. Other topics include neural networks and show the working principle of vector mnachines. Model inference and averaging is based on maximum likelihood and Bayesian inference. The popular EM algorithm for simplifying difficult maximum likelihood problems is described in the context of a two-component mixture model. Specific methods for supervised learning assume a different structural form for the unknown regression function. Another focus is on boosting methods as those of the most powerful learning principles. Bibliographic notes giving background references for the material, as well as computational considerations and exercises are provided at the end of each chapter. The S-PLUS programming language is used. The website for this book is located at \url{http://www-stat.stanford.edu/ElemStatLearn}, which includes many of the datasets used. Contents: 1. Introduction; 2. Overview of supervised learning; 3. Linear methods for regression; 4. Linear methods for classification; 5. Basic expansions and regularization; 6. Kernel methods; 7. Model assessment and selection; 8. Model inference and averaging; 9. Additive models, trees, and related methods; 10. Boosting and additive trees; 11. Neural networks; 12. Support vector machines and flexible discriminants; 13. Prototype methods and nearest neighbors; 14. Unsupervised learning.
- Spectrum estimation for large dimensional covariance matrices using random matrix theory
- Support vector machines for classification of aggregates by means of IR-spectra
- Optimization of gene-environment networks in the presence of errors and uncertainty with Chebychev approximation
- Symmetric measures via moments
- An algorithm for the recognition of levels of congestion in road traffic problems
- Degrees of conditional (in)dependence: A framework for approximate Bayesian networks and examples related to the rough set-based feature selection
- On kernel difference-weighted \(k\)-nearest neighbor classification
- Incorporating prior knowledge in support vector regression
- Convex multi-task feature learning
- Flexible latent variable models for multi-task learning
- An algebraic characterization of the optimum of regularized kernel methods
- Exact bootstrap k-nearest neighbor learners
- A generalized adaptive ensemble generation and aggregation approach for multiple classifier systems
- Exploring the boundary region of tolerance rough sets for feature selection
- Intrinsic dimension estimation of manifolds by incising balls
- An efficient discriminant-based solution for small sample size problem
- Least squares estimation of a linear regression model with LR fuzzy response
- Derived components regression using the BACON algorithm
- Automatic dimensionality selection from the scree plot via the use of profile likelihood
- Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
- Choice of B-splines with free parameters in the flexible discriminant analysis context
- Response classification of simple polycrystalline microstructures
- A distance-relatedness dynamic model for clustering high dimensional data of arbitrary shapes and densities
- A closed-form reduction of multi-class cost-sensitive learning to weighted multi-class learning
- Nonlinear measures of association with kernel canonical correlation analysis and applications
- Compressive sensing for multi-static scattering analysis
- Iterative factor clustering of binary data
- On multi-view learning with additive models
- Practical large-scale spatio-temporal modeling of particulate matter concentrations
- Estimating stage occupation probabilities in non-Markov models
- Comparison of Bayesian objective procedures for variable selection in linear regression
- Parsimonious additive models
- DALASS: variable selection in discriminant analysis via the LASSO
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- Classifying densities using functional regression trees: applications in oceanology
- Secure computation with horizontally partitioned data using adaptive regression splines
- Convergence of random \(k\)-nearest-neighbour imputation
- Boosting ridge regression
- Classification by ensembles from random partitions of high-dimensional data
- Computation of estimates in segmented regression and a liquidity effect model
- Efficient algorithms for computing the best subset regression models for large-scale problems
- Editorial: Machine learning and robust data mining
- Continuum isomap for manifold learnings
- Wavelet-based procedures for proteomic mass spectrometry data processing
- Robust variable selection using least angle regression and elemental set sampling
- CLUES: a non-parametric clustering method based on local shrinking
- Trimmed bagging
- Regularized linear and kernel redundancy analysis
- Class prediction and gene selection for DNA microarrays using regularized sliced inverse regression
- High-dimensional pseudo-logistic regression and classification with applications to gene expression data
- GRAFT, a complete system for data fusion
- A graph approach to generate all possible regression submodels
- Classification tree analysis using TARGET
- Nonparametric density estimation by exact leave-\(p\)-out cross-validation
- Tree-structured smooth transition regression models
- Logitboost with errors-in-variables
- Estimation of the conditional risk in classification: the swapping method
- On the scalability of ordered multi-class ROC analysis
- Stepwise feature selection using generalized logistic loss
- A new genetic algorithm in proteomics: feature selection for SELDI-TOF data
- Standardising the lift of an association rule
- Classification of functional data: a segmentation approach
- Comparisons of titer estimation methods for multiplexed pneumococcal opsonophagocytic Killing assay
- Regularized simultaneous model selection in multiple quantiles regression
- Assessing agreement of clustering methods with gene expression microarray data
- Sub-pixel mapping of coarse satellite remote sensing images with stochastic simulations from training images
- Pattern analysis for the prediction of fungal pro-peptide cleavage sites
- On optimization, dynamics and uncertainty: A tutorial for gene-environment networks
- A tutorial on geometric programming
- Maximal consistent extensions of information systems relative to their theories
- Using economic and financial information for stock selection
- Regularized generalized structured component analysis
- Bayesian bootstrap prediction
- Independent rule in classification of multivariate binary data
- Forecasting cancellation rates for services booking revenue management using data mining
- On multicollinearity and concurvity in some nonlinear multivariate models
- Some challenges for statistics
- Kernel-based learning methods for preference aggregation
- NetWorkSpace: A coordination system for high-productivity environments
- Quasi-continuous histograms
- Classification in music research
- Mixed linear system estimation and identification
- SVM-Maj: a majorization approach to linear support vector machines with different hinge errors
- Testing for equality between conditional copulas given discretized conditioning events
- A simple measure of conditional dependence
- RE-EM trees: a data mining approach for longitudinal and clustered data
- Covariate-adjusted tensor classification in high dimensions
- Full-body person recognition system.
- Concentration of measure and cluster analysis.
- Compound decision theory and empirical Bayes methods
- Mining data to find subsets of high activity.
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
- Assessing model mimicry using the parametric bootstrap.
- Fast community detection by SCORE
- Ensemble classification based on generalized additive models
- Feature screening in large scale cluster analysis
- Semiparametric mixtures of nonparametric regressions
- Entropy-based sliced inverse regression
- Information criteria: how do they behave in different models?
- Quantum annealing for combinatorial clustering
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