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论统计与计算机科学的边界

On the Borders of Statistics and Computer Science
课程网址: http://videolectures.net/mlss05us_bickel_bscs/  
主讲教师: Peter J. Bickel
开课单位: 加州大学伯克利分校
开课时间: 2007-02-25
课程语种: 英语
中文简介:
计算机科学中的机器学习和统计学中的预测和分类基本上是等同的领域。我将通过一些例子和结果来试图在这个巨大的领域中说明理论与实践之间的关系。特别是我将尝试解决一个明显的难题:使用经验过程理论的最坏情况分析似乎表明即使对于适度的数据维度和合理的样本量,良好的预测(监督学习)应该是非常困难的。另一方面,实践似乎表明,即使维度的数量远远高于观察的数量,我们也常常做得很好。我们还讨论了一种新的维度估计方法和交叉验证的一些特征。
课程简介: Machine learning in computer science and prediction and classification in statistics are essentially equivalent fields. I will try to illustrate the relation between theory and practice in this huge area by a few examples and results. In particular I will try to address an apparent puzzle: Worst case analyses, using empirical process theory, seem to suggest that even for moderate data dimension and reasonable sample sizes good prediction (supervised learning) should be very difficult. On the other hand, practice seems to indicate that even when the number of dimensions is very much higher than the number of observations, we can often do very well. We also discuss a new method of dimension estimation and some features of cross validation.
关 键 词: 机器学习; 统计学; 监督学习
课程来源: 视频讲座网
最后编审: 2019-07-10:lxf
阅读次数: 62