Download Full eBooks in PDF
Statistical Learning Theory And Stochastic Optimization Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Statistical Learning Theory And Stochastic Optimization book. This book definitely worth reading, it is an incredibly well-written.
Author : Olivier Picard Jean Catoni
Publisher : Unknown
Page : 292 pages
File Size : 52,8 Mb
Release : 2014-01-15
Category : Electronic
ISBN : 3662203243
Author : Olivier Catoni
Publisher : Springer
Page : 278 pages
File Size : 41,7 Mb
Release : 2004-08-30
Category : Mathematics
ISBN : 9783540445074
Statistical learning theory is aimed at analyzing complex data with necessarily approximate models. This book is intended for an audience with a graduate background in probability theory and statistics. It will be useful to any reader wondering why it may be a good idea, to use as is often done in practice a notoriously "wrong'' (i.e. over-simplified) model to predict, estimate or classify. This point of view takes its roots in three fields: information theory, statistical mechanics, and PAC-Bayesian theorems. Results on the large deviations of trajectories of Markov chains with rare transitions are also included. They are meant to provide a better understanding of stochastic optimization algorithms of common use in computing estimators. The author focuses on non-asymptotic bounds of the statistical risk, allowing one to choose adaptively between rich and structured families of models and corresponding estimators. Two mathematical objects pervade the book: entropy and Gibbs measures. The goal is to show how to turn them into versatile and efficient technical tools, that will stimulate further studies and results.
Author : Olivier Catoni
Publisher : Springer Science & Business Media
Page : 290 pages
File Size : 46,6 Mb
Release : 2004
Category : Electronic
ISBN : 3540225722
Author : Warren B. Powell
Publisher : John Wiley & Sons
Page : 1090 pages
File Size : 52,9 Mb
Release : 2022-03-15
Category : Mathematics
ISBN : 9781119815037
REINFORCEMENT LEARNING AND STOCHASTIC OPTIMIZATION Clearing the jungle of stochastic optimization Sequential decision problems, which consist of “decision, information, decision, information,” are ubiquitous, spanning virtually every human activity ranging from business applications, health (personal and public health, and medical decision making), energy, the sciences, all fields of engineering, finance, and e-commerce. The diversity of applications attracted the attention of at least 15 distinct fields of research, using eight distinct notational systems which produced a vast array of analytical tools. A byproduct is that powerful tools developed in one community may be unknown to other communities. Reinforcement Learning and Stochastic Optimization offers a single canonical framework that can model any sequential decision problem using five core components: state variables, decision variables, exogenous information variables, transition function, and objective function. This book highlights twelve types of uncertainty that might enter any model and pulls together the diverse set of methods for making decisions, known as policies, into four fundamental classes that span every method suggested in the academic literature or used in practice. Reinforcement Learning and Stochastic Optimization is the first book to provide a balanced treatment of the different methods for modeling and solving sequential decision problems, following the style used by most books on machine learning, optimization, and simulation. The presentation is designed for readers with a course in probability and statistics, and an interest in modeling and applications. Linear programming is occasionally used for specific problem classes. The book is designed for readers who are new to the field, as well as those with some background in optimization under uncertainty. Throughout this book, readers will find references to over 100 different applications, spanning pure learning problems, dynamic resource allocation problems, general state-dependent problems, and hybrid learning/resource allocation problems such as those that arose in the COVID pandemic. There are 370 exercises, organized into seven groups, ranging from review questions, modeling, computation, problem solving, theory, programming exercises and a “diary problem” that a reader chooses at the beginning of the book, and which is used as a basis for questions throughout the rest of the book.
Author : RODRIGO F MELLO,Moacir Antonelli Ponti
Publisher : Springer
Page : 362 pages
File Size : 55,7 Mb
Release : 2018-08-01
Category : Computers
ISBN : 9783319949895
This book presents the Statistical Learning Theory in a detailed and easy to understand way, by using practical examples, algorithms and source codes. It can be used as a textbook in graduation or undergraduation courses, for self-learners, or as reference with respect to the main theoretical concepts of Machine Learning. Fundamental concepts of Linear Algebra and Optimization applied to Machine Learning are provided, as well as source codes in R, making the book as self-contained as possible. It starts with an introduction to Machine Learning concepts and algorithms such as the Perceptron, Multilayer Perceptron and the Distance-Weighted Nearest Neighbors with examples, in order to provide the necessary foundation so the reader is able to understand the Bias-Variance Dilemma, which is the central point of the Statistical Learning Theory. Afterwards, we introduce all assumptions and formalize the Statistical Learning Theory, allowing the practical study of different classification algorithms. Then, we proceed with concentration inequalities until arriving to the Generalization and the Large-Margin bounds, providing the main motivations for the Support Vector Machines. From that, we introduce all necessary optimization concepts related to the implementation of Support Vector Machines. To provide a next stage of development, the book finishes with a discussion on SVM kernels as a way and motivation to study data spaces and improve classification results.
Author : Olivier Catoni
Publisher : Springer
Page : 284 pages
File Size : 47,6 Mb
Release : 2004-08-25
Category : Mathematics
ISBN : 3540225722
Statistical learning theory is aimed at analyzing complex data with necessarily approximate models. This book is intended for an audience with a graduate background in probability theory and statistics. It will be useful to any reader wondering why it may be a good idea, to use as is often done in practice a notoriously "wrong'' (i.e. over-simplified) model to predict, estimate or classify. This point of view takes its roots in three fields: information theory, statistical mechanics, and PAC-Bayesian theorems. Results on the large deviations of trajectories of Markov chains with rare transitions are also included. They are meant to provide a better understanding of stochastic optimization algorithms of common use in computing estimators. The author focuses on non-asymptotic bounds of the statistical risk, allowing one to choose adaptively between rich and structured families of models and corresponding estimators. Two mathematical objects pervade the book: entropy and Gibbs measures. The goal is to show how to turn them into versatile and efficient technical tools, that will stimulate further studies and results.
Author : Vladimir Naumovich Vapnik
Publisher : Wiley-Interscience
Page : 778 pages
File Size : 53,7 Mb
Release : 1998-09-30
Category : Mathematics
ISBN : UOM:39076002704257
A comprehensive look at learning and generalization theory. The statistical theory of learning and generalization concerns the problem of choosing desired functions on the basis of empirical data. Highly applicable to a variety of computer science and robotics fields, this book offers lucid coverage of the theory as a whole. Presenting a method for determining the necessary and sufficient conditions for consistency of learning process, the author covers function estimates from small data pools, applying these estimations to real-life problems, and much more.
Author : Taylor Arnold,Michael Kane,Bryan W. Lewis
Publisher : CRC Press
Page : 370 pages
File Size : 53,6 Mb
Release : 2019-01-23
Category : Business & Economics
ISBN : 9781351694759
A Computational Approach to Statistical Learning gives a novel introduction to predictive modeling by focusing on the algorithmic and numeric motivations behind popular statistical methods. The text contains annotated code to over 80 original reference functions. These functions provide minimal working implementations of common statistical learning algorithms. Every chapter concludes with a fully worked out application that illustrates predictive modeling tasks using a real-world dataset. The text begins with a detailed analysis of linear models and ordinary least squares. Subsequent chapters explore extensions such as ridge regression, generalized linear models, and additive models. The second half focuses on the use of general-purpose algorithms for convex optimization and their application to tasks in statistical learning. Models covered include the elastic net, dense neural networks, convolutional neural networks (CNNs), and spectral clustering. A unifying theme throughout the text is the use of optimization theory in the description of predictive models, with a particular focus on the singular value decomposition (SVD). Through this theme, the computational approach motivates and clarifies the relationships between various predictive models. Taylor Arnold is an assistant professor of statistics at the University of Richmond. His work at the intersection of computer vision, natural language processing, and digital humanities has been supported by multiple grants from the National Endowment for the Humanities (NEH) and the American Council of Learned Societies (ACLS). His first book, Humanities Data in R, was published in 2015. Michael Kane is an assistant professor of biostatistics at Yale University. He is the recipient of grants from the National Institutes of Health (NIH), DARPA, and the Bill and Melinda Gates Foundation. His R package bigmemory won the Chamber's prize for statistical software in 2010. Bryan Lewis is an applied mathematician and author of many popular R packages, including irlba, doRedis, and threejs.
Author : Sanjeev Kulkarni,Gilbert Harman
Publisher : John Wiley & Sons
Page : 267 pages
File Size : 53,6 Mb
Release : 2011-06-09
Category : Mathematics
ISBN : 9781118023464
A thought-provoking look at statistical learning theory and its role in understanding human learning and inductive reasoning A joint endeavor from leading researchers in the fields of philosophy and electrical engineering, An Elementary Introduction to Statistical Learning Theory is a comprehensive and accessible primer on the rapidly evolving fields of statistical pattern recognition and statistical learning theory. Explaining these areas at a level and in a way that is not often found in other books on the topic, the authors present the basic theory behind contemporary machine learning and uniquely utilize its foundations as a framework for philosophical thinking about inductive inference. Promoting the fundamental goal of statistical learning, knowing what is achievable and what is not, this book demonstrates the value of a systematic methodology when used along with the needed techniques for evaluating the performance of a learning system. First, an introduction to machine learning is presented that includes brief discussions of applications such as image recognition, speech recognition, medical diagnostics, and statistical arbitrage. To enhance accessibility, two chapters on relevant aspects of probability theory are provided. Subsequent chapters feature coverage of topics such as the pattern recognition problem, optimal Bayes decision rule, the nearest neighbor rule, kernel rules, neural networks, support vector machines, and boosting. Appendices throughout the book explore the relationship between the discussed material and related topics from mathematics, philosophy, psychology, and statistics, drawing insightful connections between problems in these areas and statistical learning theory. All chapters conclude with a summary section, a set of practice questions, and a reference sections that supplies historical notes and additional resources for further study. An Elementary Introduction to Statistical Learning Theory is an excellent book for courses on statistical learning theory, pattern recognition, and machine learning at the upper-undergraduate and graduate levels. It also serves as an introductory reference for researchers and practitioners in the fields of engineering, computer science, philosophy, and cognitive science that would like to further their knowledge of the topic.
Author : Kamalika Chaudhuri,CLAUDIO GENTILE,Sandra Zilles
Publisher : Springer
Page : 395 pages
File Size : 41,9 Mb
Release : 2015-10-04
Category : Computers
ISBN : 9783319244860
This book constitutes the proceedings of the 26th International Conference on Algorithmic Learning Theory, ALT 2015, held in Banff, AB, Canada, in October 2015, and co-located with the 18th International Conference on Discovery Science, DS 2015. The 23 full papers presented in this volume were carefully reviewed and selected from 44 submissions. In addition the book contains 2 full papers summarizing the invited talks and 2 abstracts of invited talks. The papers are organized in topical sections named: inductive inference; learning from queries, teaching complexity; computational learning theory and algorithms; statistical learning theory and sample complexity; online learning, stochastic optimization; and Kolmogorov complexity, algorithmic information theory.
Author : Vladimir N. Vapnik
Publisher : Springer Science & Business Media
Page : 201 pages
File Size : 44,7 Mb
Release : 2013-04-17
Category : Mathematics
ISBN : 9781475724400
The aim of this book is to discuss the fundamental ideas which lie behind the statistical theory of learning and generalization. It considers learning from the general point of view of function estimation based on empirical data. Omitting proofs and technical details, the author concentrates on discussing the main results of learning theory and their connections to fundamental problems in statistics. These include: - the general setting of learning problems and the general model of minimizing the risk functional from empirical data - a comprehensive analysis of the empirical risk minimization principle and shows how this allows for the construction of necessary and sufficient conditions for consistency - non-asymptotic bounds for the risk achieved using the empirical risk minimization principle - principles for controlling the generalization ability of learning machines using small sample sizes - introducing a new type of universal learning machine that controls the generalization ability.
Author : Vladimir Vapnik
Publisher : Springer Science & Business Media
Page : 324 pages
File Size : 47,7 Mb
Release : 2013-06-29
Category : Mathematics
ISBN : 9781475732641
The aim of this book is to discuss the fundamental ideas which lie behind the statistical theory of learning and generalization. It considers learning as a general problem of function estimation based on empirical data. Omitting proofs and technical details, the author concentrates on discussing the main results of learning theory and their connections to fundamental problems in statistics. This second edition contains three new chapters devoted to further development of the learning theory and SVM techniques. Written in a readable and concise style, the book is intended for statisticians, mathematicians, physicists, and computer scientists.
Author : Stephen Boyd,Neal Parikh,Eric Chu
Publisher : Now Publishers Inc
Page : 138 pages
File Size : 42,8 Mb
Release : 2011
Category : Computers
ISBN : 9781601984609
Surveys the theory and history of the alternating direction method of multipliers, and discusses its applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others.
Author : Ruidi Chen,Ioannis Ch. Paschalidis
Publisher : Unknown
Page : 258 pages
File Size : 46,9 Mb
Release : 2020-12-23
Category : Mathematics
ISBN : 1680837729
Author : Sanjay Jain,Rémi Munos,Frank Stephan,Thomas Zeugmann
Publisher : Springer
Page : 397 pages
File Size : 52,6 Mb
Release : 2013-09-27
Category : Computers
ISBN : 9783642409356
This book constitutes the proceedings of the 24th International Conference on Algorithmic Learning Theory, ALT 2013, held in Singapore in October 2013, and co-located with the 16th International Conference on Discovery Science, DS 2013. The 23 papers presented in this volume were carefully reviewed and selected from 39 submissions. In addition the book contains 3 full papers of invited talks. The papers are organized in topical sections named: online learning, inductive inference and grammatical inference, teaching and learning from queries, bandit theory, statistical learning theory, Bayesian/stochastic learning, and unsupervised/semi-supervised learning.