Utility-Based Learning from Data |
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Author:
| Friedman, Craig Sandow, Sven |
Series title: | Chapman and Hall/CRC Machine Learning and Pattern Recognition Ser. |
ISBN: | 978-1-000-73814-8 |
Publication Date: | Apr 2016 |
Publisher: | CRC Press LLC
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Imprint: | Chapman & Hall/CRC |
Book Format: | Digital (delivered electronically) |
List Price: | USD $79.95USD $155.00USD $210.00 |
Book Description:
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This book provides a pedagogical, self-contained discussion of probability estimation methods via a coherent approach from the viewpoint of a decision maker who acts in an uncertain environment. This approach is motivated by the idea that probabilistic models are usually not learned for their own sake; rather, they are used to make decisions. By taking this point of view, the book sheds light on and generalizes some popular statistical learning approaches, connecting ideas from...
More DescriptionThis book provides a pedagogical, self-contained discussion of probability estimation methods via a coherent approach from the viewpoint of a decision maker who acts in an uncertain environment. This approach is motivated by the idea that probabilistic models are usually not learned for their own sake; rather, they are used to make decisions. By taking this point of view, the book sheds light on and generalizes some popular statistical learning approaches, connecting ideas from information theory, statistics, and finance. It strikes a balance between rigor and intuition, conveying the main ideas to as wide an audience as possible.