The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition

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Springer Science & Business Media, Aug 26, 2009 - Computers - 745 pages
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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.

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.

 

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User Review  - plf515 - LibraryThing

Not an easy book, but a very good one. One of the most beautifully produced books I've seen. It covers a wide range of methods in statistics. Read full review

Contents

1 Introduction
1
2 Overview of Supervised Learning
9
3 Linear Methods for Regression
42
4 Linear Methods for Classification
101
5 Basis Expansions and Regularization
138
6 Kernel Smoothing Methods
191
7 Model Assessment and Selection
219
8 Model Inference and Averaging
260
12 Support Vector Machines and Flexible Discriminants
417
13 Prototype Methods and NearestNeighbors
459
14 Unsupervised Learning
484
15 Random Forests
587
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
389

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About the author (2009)

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.

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