The Elements of Statistical Learning data Mining,Inference,and Prediction

统计学习数据挖掘推理和预测的要素 This is page v Printer: Opaque this To our parents: Valerie and Patrick Hastie Vera and Sami Tibshirani Florence and Harry Friedman and to our families: Samantha, Timothy, and Lynda Charlie, Ryan, Julie, and Cheryl Melanie, Dora, Monika, and Ildiko vi This is page vii Printer: Opaque this Preface to the Second Edition In God we trust, all others bring data. –William Edwards Deming (1900-1993)1 We have been gratified by the popularity of the first edition of The Elements of Statistical Learning. This, along with the fast pace of research in the statistical learning field, motivated us to update our book with a second edition. We have added four new chapters and updated some of the existing chapters. Because many readers are familiar with the layout of the first edition, we have tried to change it as little as possible. Here is a summary of the main changes: 1On the Web, this quote has been widely attributed to both Deming and Robert W. Hayden; however Professor Hayden told us that he can claim no credit for this quote, and ironically we could find no “data” confirming that Deming actually said this. viii Preface to the Second Edition Chapter What’s new 1. Introduction 2. Overview of Supervised Learning 3. Linear Methods for Regression LAR algorithm and generalizations of the lasso 4. Linear Methods for Classification Lasso path for logistic regression 5. Basis Expansions and Regulariza- Additional illustrations of RKHS tion 6. Kern