Monday, May 20, 2013

Elements of Statistical Learning

Although the book is available as PDF file from http://www-stat.stanford.edu/~tibs/ElemStatLearn/ I decided to spend the $80 and ordered the book as real book. It was delivered this weekend. Some beautiful graphs and pictures: highly recommended.

Interesting quote (italics by me):
Often neural networks have too many weights and will overfit the data at the global minimum of R. In early developments of neural networks, either by design or by accident, an early stopping rule was used to avoid overfitting. Here we train the model only for a while, and stop well before we approach the global minimum.