An Introduction to Statistical Learning provides an accessible overview of the field of statistical learning, an essential toolset for making sense of the vast and complex data sets that have emerged in fields ranging from biology to finance to marketing to astrophysics in the past twenty years. This book presents some of the most important modeling and prediction techniques, along with relevant applications. Topics include linear regression, classification, resampling methods, shrinkage approaches, tree-based methods, support vector machines, clustering, deep learning, survival analysis, multiple testing, and more. Color graphics and real-world examples are used to illustrate the methods presented. Since the goal of this textbook is to facilitate the use of these statistical learning techniques by practitioners in science, industry, and other fields, each chapter contains a tutorial on implementing the analyses and methods presented in R, an extremely popular open source statistical software platform.
Two of the authors co-wrote The Elements of Statistical Learning (Hastie, Tibshirani and Friedman, 2nd edition 2009), a popular reference book for statistics and machine learning researchers. An Introduction to Statistical Learning covers many of the same topics, but at a level accessible to a much broader audience. This book is targeted at statisticians and non-statisticians alike who wish to use cutting-edge statistical learning techniques to analyze their data. The text assumes only a previous course in linear regression and no knowledge of matrix algebra.
This Second Edition features new chapters on deep learning, survival analysis, and multiple testing, as well as expanded treatments of naïve Bayes, generalized linear models, Bayesian additive regression trees, and matrix completion. R code has been updated throughout to ensure compatibility.
Conditions of Use
This book is licensed under a Creative Commons License (CC BY-NC-SA). You can download the ebook An Introduction to Statistical Learning, 2nd Edition: with Applications in R for free.
- Title
- An Introduction to Statistical Learning, 2nd Edition: with Applications in R
- Publisher
- Springer
- Author(s)
- Daniela Witten, Gareth James, Robert Tibshirani, Trevor Hastie
- Published
- 2022-07-30
- Edition
- 2
- Format
- eBook (pdf, epub, mobi)
- Pages
- 622
- Language
- English
- ISBN-10
- 1071614207
- ISBN-13
- 9781071614204
- License
- CC BY-NC-SA
- Book Homepage
- Free eBook, Errata, Code, Solutions, etc.
Preface Introduction Statistical Learning What Is Statistical Learning? Why Estimate f? How Do We Estimate f? The Trade-Off Between Prediction Accuracyand Model Interpretability Supervised Versus Unsupervised Learning Regression Versus Classification Problems Assessing Model Accuracy Measuring the Quality of Fit The Bias-Variance Trade-Off The Classification Setting Lab: Introduction to R Basic Commands Graphics Indexing Data Loading Data Additional Graphical and Numerical Summaries Exercises Linear Regression Simple Linear Regression Estimating the Coefficients Assessing the Accuracy of the CoefficientEstimates Assessing the Accuracy of the Model Multiple Linear Regression Estimating the Regression Coefficients Some Important Questions Other Considerations in the Regression Model Qualitative Predictors Extensions of the Linear Model Potential Problems The Marketing Plan Comparison of Linear Regression with K-NearestNeighbors Lab: Linear Regression Libraries Simple Linear Regression Multiple Linear Regression Interaction Terms Non-linear Transformations of the Predictors Qualitative Predictors Writing Functions Exercises Classification An Overview of Classification Why Not Linear Regression? Logistic Regression The Logistic Model Estimating the Regression Coefficients Making Predictions Multiple Logistic Regression Multinomial Logistic Regression Generative Models for Classification Linear Discriminant Analysis for p=1 Linear Discriminant Analysis for p>1 Quadratic Discriminant Analysis Naive Bayes A Comparison of Classification Methods An Analytical Comparison An Empirical Comparison Generalized Linear Models Linear Regression on the Bikeshare Data Poisson Regression on the Bikeshare Data Generalized Linear Models in Greater Generality Lab: Classification Methods The Stock Market Data Logistic Regression Linear Discriminant Analysis Quadratic Discriminant Analysis Naive Bayes K-Nearest Neighbors Poisson Regression Exercises Resampling Methods Cross-Validation The Validation Set Approach Leave-One-Out Cross-Validation k-Fold Cross-Validation Bias-Variance Trade-Off for k-FoldCross-Validation Cross-Validation on Classification Problems The Bootstrap Lab: Cross-Validation and the Bootstrap The Validation Set Approach Leave-One-Out Cross-Validation k-Fold Cross-Validation The Bootstrap Exercises Linear Model Selection and Regularization Subset Selection Best Subset Selection Stepwise Selection Choosing the Optimal Model Shrinkage Methods Ridge Regression The Lasso Selecting the Tuning Parameter Dimension Reduction Methods Principal Components Regression Partial Least Squares Considerations in High Dimensions High-Dimensional Data What Goes Wrong in High Dimensions? Regression in High Dimensions Interpreting Results in High Dimensions Lab: Linear Models and Regularization Methods Subset Selection Methods Ridge Regression and the Lasso PCR and PLS Regression Exercises Moving Beyond Linearity Polynomial Regression Step Functions Basis Functions Regression Splines Piecewise Polynomials Constraints and Splines The Spline Basis Representation Choosing the Number and Locationsof the Knots Comparison to Polynomial Regression Smoothing Splines An Overview of Smoothing Splines Choosing the Smoothing Parameter Local Regression Generalized Additive Models GAMs for Regression Problems GAMs for Classification Problems Lab: Non-linear Modeling Polynomial Regression and Step Functions Splines GAMs Exercises Tree-Based Methods The Basics of Decision Trees Regression Trees Classification Trees Trees Versus Linear Models Advantages and Disadvantages of Trees Bagging, Random Forests, Boosting, and Bayesian Additive Regression Trees Bagging Random Forests Boosting Bayesian Additive Regression Trees Summary of Tree Ensemble Methods Lab: Decision Trees Fitting Classification Trees Fitting Regression Trees Bagging and Random Forests Boosting Bayesian Additive Regression Trees Exercises Support Vector Machines Maximal Margin Classifier What Is a Hyperplane? Classification Using a Separating Hyperplane The Maximal Margin Classifier Construction of the Maximal Margin Classifier The Non-separable Case Support Vector Classifiers Overview of the Support Vector Classifier Details of the Support Vector Classifier Support Vector Machines Classification with Non-Linear DecisionBoundaries The Support Vector Machine An Application to the Heart Disease Data SVMs with More than Two Classes One-Versus-One Classification One-Versus-All Classification Relationship to Logistic Regression Lab: Support Vector Machines Support Vector Classifier Support Vector Machine ROC Curves SVM with Multiple Classes Application to Gene Expression Data Exercises Deep Learning Single Layer Neural Networks Multilayer Neural Networks Convolutional Neural Networks Convolution Layers Pooling Layers Architecture of a Convolutional Neural Network Data Augmentation Results Using a Pretrained Classifier Document Classification Recurrent Neural Networks Sequential Models for Document Classification Time Series Forecasting Summary of RNNs When to Use Deep Learning Fitting a Neural Network Backpropagation Regularization and Stochastic Gradient Descent Dropout Learning Network Tuning Interpolation and Double Descent Lab: Deep Learning A Single Layer Network on the Hitters Data A Multilayer Network on the MNIST Digit Data Convolutional Neural Networks Using Pretrained CNN Models IMDb Document Classification Recurrent Neural Networks Exercises Survival Analysis and Censored Data Survival and Censoring Times A Closer Look at Censoring The Kaplan–Meier Survival Curve The Log-Rank Test Regression Models With a Survival Response The Hazard Function Proportional Hazards Example: Brain Cancer Data Example: Publication Data Shrinkage for the Cox Model Additional Topics Area Under the Curve for Survival Analysis Choice of Time Scale Time-Dependent Covariates Checking the Proportional Hazards Assumption Survival Trees Lab: Survival Analysis Brain Cancer Data Publication Data Call Center Data Exercises Unsupervised Learning The Challenge of Unsupervised Learning Principal Components Analysis What Are Principal Components? Another Interpretation of Principal Components The Proportion of Variance Explained More on PCA Other Uses for Principal Components Missing Values and Matrix Completion Clustering Methods K-Means Clustering Hierarchical Clustering Practical Issues in Clustering Lab: Unsupervised Learning Principal Components Analysis Matrix Completion Clustering NCI60 Data Example Exercises Multiple Testing A Quick Review of Hypothesis Testing Testing a Hypothesis Type I and Type II Errors The Challenge of Multiple Testing The Family-Wise Error Rate What is the Family-Wise Error Rate? Approaches to Control the Family-Wise Error Rate Trade-Off Between the FWER and Power The False Discovery Rate Intuition for the False Discovery Rate The Benjamini–Hochberg Procedure A Re-Sampling Approach to p-Values and False Discovery Rates A Re-Sampling Approach to the p-Value A Re-Sampling Approach to the False Discovery Rate When Are Re-Sampling Approaches Useful? Lab: Multiple Testing Review of Hypothesis Tests The Family-Wise Error Rate The False Discovery Rate A Re-Sampling Approach Exercises Index