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1、AnIntroductiontoStatisticalLearningwithApplicationsinRGarethJamesDanielaWittenTrevorHastieRobertTibshiraniFebruary11,2013cJames,Witten,Hastie&Tibshirani??????????????????????????????Toourparents:AlisonandMichaelJamesChiaraNappiandEdwardWittenValerieandPatrickHastieVeraandSamiTibsh
2、iraniandtoourfamilies:Michael,Daniel,andCatherineAriSamantha,Timothy,andLyndaCharlie,Ryan,Julie,andCherylPrefaceStatisticallearningreferstoasetoftoolsformodelingandunderstandingcomplexdatasets.Itisarecentlydevelopedareainstatistics,andblendswithparalleldevelopmentsincomputerscienc
3、e,andinparticularmachinelearning.The?eldencompassesmanymethodssuchasthelassoandsparseregression,classi?cationandregressiontrees,andboostingandsupportvectormachines.Withtheexplosionof“BigData”problemsstatisticallearninghasbe-comeaveryhot?eldinmanyscienti?careasaswellasmarketing,?na
4、nceandotherbusinessdisciplines.Peoplewithstatisticallearningskillsareinhighdemand.Oneofthe?rstbooksinthisarea—TheElementsofStatisticalLearn-ing(ESL)(Hastie,Tibshirani,andFriedman)—waspublishedin2001,withasecondeditionin2009.ESLhasbecomeapopulartextnotonlyinstatisticsbutalsoinrelat
5、ed?elds.OneofthereasonsforESL’spopu-larityisitsrelativelyaccessiblestyle.ButESLisintendedforindividualswithadvancedtraininginthemathematicalsciences.AnIntroductiontoStatisticalLearning(ISL)arosefromtheperceivedneedforabroaderandlesstechnicaltreatmentofthesetopics.Inthisnewbook,wec
6、overmanyofthesametopicsasESL,butweconcentratemoreontheapplicationsofthemethodsandlessonthemathematicaldetails.WehavecreatedlabsillustratinghowtoimplementeachofthestatisticallearningmethodsusingthepopularstatisticalsoftwarepackageR.Theselabsprovidethereaderwithvaluablehands-onexper
7、ience.Thisbookisappropriateforadvancedundergraduatesormaster’sstu-dentsinStatisticsorrelatedquantitative?elds,orforindividualsinotherdisciplineswhowishtousestatisticallearningtoolstoanalyzetheirdata.Itcanbeusedasatextbookforacoursespanningoneortwosemesters.Wewouldliketothanksevera
8、lreadersforvaluablecommentsonprel