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回归和分类的树模型

Trees for Regression and Classification
课程网址: http://videolectures.net/mlss05us_nowak_trc/  
主讲教师: Robert Nowak
开课单位: 威斯康星大学
开课时间: 2007-02-25
课程语种: 英语
中文简介:
树模型广泛用于回归和分类问题,可解释性和易于实现是其主要属性。尽管广泛使用树模型,但近年来才开始对其性能进行全面的理论分析。本讲座概述了树木建模理论和方法,重点是风险界限,oracle不等式,近似理论和收敛速度,在各种情况下。特别关注决策树和基于小波的回归方法,两个最着名的树模型示例。损失函数的选择(平方误差,绝对误差,0/1误差)在理论和方法中都起着关键作用。特别地,最佳树选择规则根据所使用的损失函数而显着变化。尽管存在这些差异,但合适的基于树的模型与适当的选择规则相结合可以在非常广泛的回归和分类问题中提供快速算法和接近极小极大的最佳性能。图像重建和模式分类的例子将证明树木在实践中的有效性。
课程简介: Tree models are widely used for regression and classification problems, with interpretability and ease of implementation being among their chief attributes. Despite the widespread use tree models, a comprehensive theoretical analysis of their performance has only begun to emerge in recent years. This lecture provides an overview of tree modeling theory and methods, with an emphasis on risk bounds, oracle inequalities, approximation theory, and rates of convergence, in a variety of contexts. Special attention is devoted to decision trees and wavelet-based regression methods, two of the most well-known examples of tree models. The choice of loss function (squared error, absolute error, 0/1 error) plays a pivotal role in both theory and methods. In particular, optimal tree selection rules vary dramatically depending on the loss function employed. Despite these differences, suitable tree-based models coupled with appropriate selection rules can provide fast algorithms and near-minimax optimal performance in a very broad range of regression and classification problems. Examples from image reconstruction and pattern classification will demonstrate the effectiveness of trees in practice.
关 键 词: 树模型; 风险界限; 损失函数
课程来源: 视频讲座网
最后编审: 2020-07-14:yumf
阅读次数: 73