Three elements in statistical learning:
- model
- strategy
- algorithm
m e t h o d = m o d e l + s t r a t e g y + a l g o r i t h m method = model + strategy+algorithm method=model+strategy+algorithm
Concept
data:
- input space
- output space
- feature space
function:
- hypothesis space
Classify
- supervised learning
- unsupervised learning
- reinforcement learning
- semi-supervised learning
- active learning
according to model
- probabilistic model / non-probabilistic model
- linear mode / non-linear model
- parametric model /non- parametric model
accoding to algorithm
- online learning
- batch learning
Loss function
- 0-1 loss function
- quadratic loss function
- absolute loss function
- logarithmic loss function
risk:
- risk function / expected function
- empirical risk / empirical loss
- structural risk
Evaluation
- training error
- test error