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Table of Contents
Dedication
Title Page
Copyright Page
PREFACE
Acknowledgements
Chapter 1 - BACKGROUND
3.1 INTRODUCTION
3.2 GETTING READY TO PRUNE
3.3 MINIMAL COST-COMPLEXITY PRUNING
3.4 THE BEST PRUNED SUBTREE: AN ESTIMATION PROBLEM
3.5 SOME EXAMPLES
APPENDIX
5.1 INTRODUCTION
5.2 VARIABLE COMBINATIONS
5.3 SURROGATE SPLITS AND THEIR USES
5.4 ESTIMATING WITHIN-NODE COST
5.5 INTERPRETATION AND EXPLORATION
5.6 COMPUTATIONAL EFFICIENCY
5.7 COMPARISON OF ACCURACY WITH OTHER METHODS
APPENDIX
7.1 INTRODUCTION
7.2 GENERALIZED TREE CONSTRUCTION
7.3 THE BROMINE TREE: A NONSTANDARD EXAMPLE
8.1 INTRODUCTION
8.2 AN EXAMPLE
8.3 LEAST SQUARES REGRESSION
8.4 TREE STRUCTURED REGRESSION
8.5 PRUNING AND ESTIMATING
8.6 A SIMULATED EXAMPLE
8.7 TWO CROSS-VALIDATION ISSUES
8.8 STANDARD STRUCTURE TREES
8.9 USING SURROGATE SPLITS
8.10 INTERPRETATION
8.11 LEAST ABSOLUTE DEVIATION REGRESSION
8.12 OVERALL CONCLUSIONS
Chapter 12 - CONSISTENCY
BIBLIOGRAPHY
NOTATION INDEX
SUBJECT INDEX
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BACKGROUND
Then define
R*(d) = P(d(X) ≠ Y).
In evaluating the probability P(d(X) ≠ Y), the set L is considered
fixed. A more precise notation is P(d(X) ≠ Y|L), the probability of
misclassifying the new sample given the learning sample L.
This model must be applied cautiously. Successive pairs of days in
the ozone data are certainly not independent. Its usefulness is that it
gives a beginning conceptual framework for the definition of “truth.”
How can R*(d) be estimated? There is no difficulty in the
examples of simulated data given in this monograph. The data in L
are sampled independently from a desired distribution using a
pseudorandom number generator. After d(x) is constructed, 5000
additional cases are drawn from the same distribution independently
of L and classified by d. The proportion misclassified among those
5000 is the estimate of R*(d).
In actual problems, only the data in L are available with little
prospect of getting an additional large sample of classified cases.
Then L must be used both to construct d(x) and to estimate R*(d).
We refer to such estimates of R*(d) as internal estimates. A
summary and large bibliography concerning such estimates is in
Toussaint (1974).
Three types of internal estimates will be of interest to us. The
first, least accurate, and most commonly used is the resubstitution
estimate.
After the classifier d is constructed, the cases in L are run through
the classifier. The proportion of cases misclassified is the
resubstitution estimate. To put this in equation form:
DEFINITION 1.7. Define the indicator function X(·) to be 1 if the
statement inside the parentheses is true, otherwise zero.
The resubstitution estimate, denoted R(d), is
(1.8)
(1.10)
where Nv N/v is the number of cases in Lv. Now using the same
procedure again, construct the classifier d using all of L.
For V large, each of the V classifiers is constructed using a
learning sample of size N(1 - 1/v) nearly as large as L. The basic
assumption of cross-validation is that the procedure is “stable.” That
is, that the classifiers d(v), v = 1, ..., v, each constructed using
almost all of L, have misclassification rates R*(d(v)) nearly equal to
R*(d). Guided by this heuristic, define the v-fold cross-validation
estimate Rcv(d) as
(1.11)
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