We investigate practical selection of meta-parameters for SVM regression (that is, ε -insensitive zone and regularization parameter C). The proposed methodology advocates analytic parameter selection directly from the training data, rather than resampling approaches commonly used in SVM applications. Good generalization performance of the proposed parameter selection is demonstrated empirically using several low-dimensional and high-dimensional regression problems. Further, we point out the importance of Vapnik's ε -insensitive loss for regression problems with finite samples. To this end, we compare generalization performance of SVM regression (with optimally chosen ε ) with regression using 'least-modulus' loss (ε =0). These comparisons indicate superior generalization performance of SVM regression, for finite sample settings.
We discuss empirical comparison of analytical methods for model selection. Currently, there is no consensus on the best method for finite-sample estimation problems, even for the simple case of linear estimators. This article presents empirical comparisons between classical statistical methods - Akaike information criterion (AIC) and Bayesian information criterion (BIC) - and the structural risk minimization (SRM) method, based on Vapnik-Chervonenkis (VC) theory, for regression problems. Our study is motivated by empirical comparisons in Hastie, Tibshirani, and Friedman (2001), which claims that the SRM method performs poorly for model selection and suggests that AIC yields superior predictive performance. Hence, we present empirical comparisons for various data sets and different types of estimators (linear, subset selection, and k-nearest neighbor regression). Our results demonstrate the practical advantages of VC-based model selection; it consistently outperforms AIC for all data sets. In our study, SRM and BIC methods show similar predictive performance. This discrepancy (between empirical results obtained using the same data) is caused by methodological drawbacks in Hastie et al. (2001), especially in their loose interpretation and application of SRM method. Hence, we discuss methodological issues important for meaningful comparisons and practical application of SRM method. We also point out the importance of accurate estimation of model complexity (VC-dimension) for empirical comparisons and propose a new practical estimate of model complexity for k-nearest neighbors regression.
), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whether or not they are subject to proprietary rights.Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com) PrefaceMaking decisions based on the input of multiple people or experts has been a common practice in human civilization and serves as the foundation of a democratic society. Over the past few decades, researchers in the computational intelligence and machine learning community have studied schemes that share such a joint decision procedure. These schemes are generally referred to as ensemble learning, which is known to reduce the classifiers' variance and improve the decision system's robustness and accuracy.However, it was not until recently that researchers were able to fully unleash the power and potential of ensemble learning with new algorithms such as boosting and random forest. Today, ensemble learning has many real-world applications, including object detection and tracking, scene segmentation and analysis, image recognition, information retrieval, bioinformatics, data mining, etc. To give a concrete example, most modern digital cameras are equipped with face detection technology. While the human neural system has evolved for millions of years to recognize human faces efficiently and accurately, detecting faces by computers has long been one of the most challenging problems in computer vision. The problem was largely solved by Viola and Jones, who developed a high-performance face detector based on boosting (more details in Chap. 8). Another example is the random forest-based skeleton tracking algorithm adopted in the Xbox Kinect sensor, which allows people to interact with games freely without game controllers.Despite the great success of ensemble learning methods recently, we found very few books that were dedicated to this topic, and even fewer that provided insights about how such methods shall be applied in real-world applications. The primary goal of this book is to fill the existing gap in the literature and comprehensively cover the state-of-the-art ensemble learning methods, and provide a set of applications that demonstrate the various usages of ensemble learning methods in the real world. Since ensemble learning is still a research area with rapid developments, we invited well-known experts in the field to make contributions. In particular, this book contains chapters contributed by researchers in both academia and leading industrial research labs. It shall serve the needs of different readers at different levels. For readers who are new to the subject, the book provides an excellent entry...
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