5001: Statistical Machine Learning I 3rd class(20-9-15) 笔记

专有名词缩写
MSE（mean square error）
MSE(f ) = E(L(Y , f (X))) = E(Y − f (X))2

MCE（misclassification error）
MCE(f ) = E(L(Y , f (X))) = E(I(Y 6= f (X)))

Bias(fˆ(X)) = E(fˆ(X)) − f (X)

var(fˆ(X)) = E(fˆ(X) − E(fˆ(X)))2

Statistics and machine learning

“Different” terminologies:

Machine Learning	Statistics
Supervised learning	Classification/regression
Unsupervised learning	Clustering
Semisupervised learning	Class’n/reg’n with missing responses
Manifold learning	(Nonlinear) dimension reduction

Supervised learning :
for (x,y) x属于Rp，y属于R（x的维度是p）
可以通过训练，进行Classification/regression

Unsupervised learning
for x ，x属于Rp（x的维度是p），进行训练
可以进行一些聚类相关的操作

对于Semisupervised learning
some parts of its dataset cont