Statistical Learning from a Regression Perspective

Richard A. Berk

ISBN 10: 0387775005 / ISBN 13: 9780387775005

Published by Springer, Springer, 2008

About this Item

Druck auf Anfrage Neuware - Printed after ordering - Statistical Learning from a Regression Perspective considers statistical learning applications when interest centers on the conditional distribution of the response variable, given a set of predictors, and when it is important to characterize how the predictors are related to the response. As a first approximation, this is can be seen as an extension of nonparametric regression. Among the statistical learning procedures examined are bagging, random forests, boosting, and support vector machines. Response variables may be quantitative or categorical. Real applications are emphasized, especially those with practical implications. One important theme is the need to explicitly take into account asymmetric costs in the fitting process. For example, in some situations false positives may be far less costly than false negatives. Another important theme is to not automatically cede modeling decisions to a fitting algorithm. In many settings, subject-matter knowledge should trump formal fitting criteria. Yet another important theme is to appreciate the limitation of one's data and not apply statistical learning procedures that require more than the data can provide. The material is written for graduate students in the social and life sciences and for researchers who want to apply statistical learning procedures to scientific and policy problems. Intuitive explanations and visual representations are prominent. All of the analyses included are done in R.

Seller Inventory # 9780387775005

Bibliographic Details

• Title: Statistical Learning from a Regression Perspective
• Publisher: Springer, Springer
• Publication Date: 2008
• Language: English
• ISBN 10: 0387775005
• ISBN 13: 9780387775005
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 21D millimeters 235 millimeters width by 155 millimeters height by 21 millimeters depth
• Weight: 581 grams

About this title

Synopsis

This book considers statistical learning applications when interest centers on the conditional distribution of the response variable, given a set of predictors, and when it is important to characterize how the predictors are related to the response.

From the Back Cover

Statistical Learning from a Regression Perspective considers statistical learning applications when interest centers on the conditional distribution of the response variable, given a set of predictors, and when it is important to characterize how the predictors are related to the response. As a first approximation, this is can be seen as an extension of nonparametric regression. Among the statistical learning procedures examined are bagging, random forests, boosting, and support vector machines. Response variables may be quantitative or categorical.

Real applications are emphasized, especially those with practical implications. One important theme is the need to explicitly take into account asymmetric costs in the fitting process. For example, in some situations false positives may be far less costly than false negatives. Another important theme is to not automatically cede modeling decisions to a fitting algorithm. In many settings, subject-matter knowledge shouldtrump formal fitting criteria. Yet another important theme is to appreciate the limitation of one’s data and not apply statistical learning procedures that require more than the data can provide.

The material is written for graduate students in the social and life sciences and for researchers who want to apply statistical learning procedures to scientific and policy problems. Intuitive explanations and visual representations are prominent. All of the analyses included are done in R.

Richard Berk is Distinguished Professor of Statistics Emeritus from the Department of Statistics at UCLA and currently a Professor at the University of Pennsylvania in the Department of Statistics and in the Department of Criminology. He is an elected fellow of the American Statistical Association and the American Association for the Advancement of Science and has served in a professional capacity with a number of organizations such as the Committee on Applied and Theoretical Statistics for the National Research Council and the Board of Directors of the Social Science Research Council. His research has ranged across a variety of applications in the social and natural sciences.