發表於2024-11-24
書名: | 機器學習:貝葉斯和優化方法(英文版)|1118713 |
圖書定價: | 269元 |
圖書作者: | 西格爾斯 西奧多裏蒂斯 |
齣版社: | 機械工業齣版社 |
齣版日期: | 2017/4/1 0:00:00 |
ISBN號: | 9787111565260 |
開本: | 16 |
頁數: | 0 |
版次: | 1-1 |
作者簡介 |
SergiosTheodoridis希臘雅典大學信息係教授。主要研究方嚮是自適應信號處理、通信與模式識彆。他是歐洲並行結構及語言協會(PARLE-95)的主席和歐洲信號處理協會(EUSIPCO-98)的常務主席、《信號處理》雜誌編委。 KonstantinosKoutroumbas1995年在希臘雅典大學獲得博士學位。自2001年起任職於希臘雅典國傢天文颱空間應用研究院,是國際知名的專傢。 |
內容簡介 |
本書對所有主要的機器學習方法和新研究趨勢進行瞭深入探索,涵蓋概率和確定性方法以及貝葉斯推斷方法。其中,經典方法包括平均/小二乘濾波、卡爾曼濾波、隨機逼近和在綫學習、貝葉斯分類、決策樹、邏輯迴歸和提升方法等,新趨勢包括稀疏、凸分析與優化、在綫分布式算法、RKH空間學習、貝葉斯推斷、圖模型與隱馬爾可夫模型、粒子濾波、深度學習、字典學習和潛變量建模等。全書構建瞭一套明晰的機器學習知識體係,各章內容相對獨立,物理推理、數學建模和算法實現精準且細緻,並輔以應用實例和習題。本書適閤該領域的科研人員和工程師閱讀,也適閤學習模式識彆、統計/自適應信號處理和深度學習等課程的學生參考。 |
目錄 |
Contents Preface.iv Acknowledgments.vv Notation.vfivi CHAPTER 1 Introduction .1 1.1 What Machine Learning is About1 1.1.1 Classification.2 1.1.2 Regression3 1.2 Structure and a Road Map of the Book5 References8 CHAPTER 2 Probability and Stochastic Processes 9 2.1 Introduction.10 2.2 Probability and Random Variables.10 2.2.1Probability11 2.2.2Discrete Random Variables12 2.2.3Continuous Random Variables14 2.2.4Meanand Variance15 2.2.5Transformation of Random Variables.17 2.3 Examples of Distributions18 2.3.1Discrete Variables18 2.3.2Continuous Variables20 2.4 Stochastic Processes29 2.4.1First and Second Order Statistics.30 2.4.2Stationarity and Ergodicity30 2.4.3PowerSpectral Density33 2.4.4Autoregressive Models38 2.5 InformationTheory.41 2.5.1Discrete Random Variables42 2.5.2Continuous Random Variables45 2.6 Stochastic Convergence48 Problems49 References51 CHAPTER 3 Learning in Parametric Modeling: Basic Concepts and Directions 53 3.1 Introduction.53 3.2 Parameter Estimation: The Deterministic Point of View.54 3.3 Linear Regression.57 3.4 Classification60 3.5 Biased Versus Unbiased Estimation.64 3.5.1 Biased or Unbiased Estimation65 3.6 The Cramér-Rao Lower Bound67 3.7 Sufcient Statistic.70 3.8 Regularization.72 3.9 The Bias-Variance Dilemma.77 3.9.1 Mean-Square Error Estimation77 3.9.2 Bias-Variance Tradeoff78 3.10 MaximumLikelihoodMethod.82 3.10.1 Linear Regression: The Nonwhite Gaussian Noise Case84 3.11 Bayesian Inference84 3.11.1 The Maximum a Posteriori Probability Estimation Method.88 3.12 Curse of Dimensionality89 3.13 Validation.91 3.14 Expected and Empirical Loss Functions.93 3.15 Nonparametric Modeling and Estimation.95 Problems.97 References102 CHAPTER4 Mean-quare Error Linear Estimation105 4.1Introduction.105 4.2Mean-Square Error Linear Estimation: The Normal Equations106 4.2.1The Cost Function Surface107 4.3A Geometric Viewpoint: Orthogonality Condition109 4.4Extensionto Complex-Valued Variables111 4.4.1Widely Linear Complex-Valued Estimation113 4.4.2Optimizing with Respect to Complex-Valued Variables: Wirtinger Calculus116 4.5Linear Filtering.118 4.6MSE Linear Filtering: A Frequency Domain Point of View120 4.7Some Typical Applications.124 4.7.1Interference Cancellation124 4.7.2System Identification125 4.7.3Deconvolution: Channel Equalization126 4.8Algorithmic Aspects: The Levinson and the Lattice-Ladder Algorithms132 4.8.1The Lattice-Ladder Scheme.137 4.9Mean-Square Error Estimation of Linear Models.140 4.9.1The Gauss-Markov Theorem143 4.9.2Constrained Linear Estimation:The Beamforming Case145 4.10Time-Varying Statistics: Kalman Filtering148 Problems.154 References158 CHAPTER 5 Stochastic Gradient Descent: The LMS Algorithm and its Family .161 5.1 Introduction.162 5.2 The Steepest Descent Method163 5.3 Application to the Mean-Square Error Cost Function167 5.3.1 The Complex-Valued Case175 5.4 Stochastic Approximation177 5.5 The Least-Mean-Squares Adaptive Algorithm179 5.5.1 Convergence and Steady-State Performanceof the LMS in Stationary Environments.181 5.5.2 Cumulative Loss Bounds186 5.6 The Affine Projection Algorithm.188 5.6.1 The Normalized LMS.193 5.7 The Complex-Valued Case.194 5.8 Relatives of the LMS.196 5.9 Simulation Examples.199 5.10 Adaptive Decision Feedback Equalization202 5.11 The Linearly Constrained LMS204 5.12 Tracking Performance of the LMS in Nonstationary Environments.206 5.13 Distributed Learning:The Distributed LMS208 5.13.1Cooperation Strategies.209 5.13.2The Diffusion LMS211 5.13.3 Convergence and Steady-State Performance: Some Highlights218 5.13.4 Consensus-Based Distributed Schemes.220 5.14 A Case Study:Target Localization222 5.15 Some Concluding Remarks: Consensus Matrix.223 Problems.224 References227 CHAPTER 6 The Least-Squares Family 233 6.1 Introduction.234 6.2 Least-Squares Linear Regression: A Geometric Perspective.234 6.3 Statistical Properties of the LS Estimator236 6.4 |
機器學習:貝葉斯和優化方法(英文版) 計算機與互聯網 書籍|1118713 下載 mobi pdf epub txt 電子書 格式 2024
機器學習:貝葉斯和優化方法(英文版) 計算機與互聯網 書籍|1118713 下載 mobi epub pdf 電子書評分
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機器學習:貝葉斯和優化方法(英文版) 計算機與互聯網 書籍|1118713 mobi epub pdf txt 電子書 格式下載 2024