ISLR chapter 01. Introduction

A Brief History of Statistical Learning

Though the term statistical learning is fairly new, many of the concepts that underlie the field were developed long ago. At the beginning of the nineteenth century, Legendre and Gauss published papers on the method of least squares, which implemented the first successfully applied to problems in astronomy. Linear regression is used for predict qualitative values, such as an individual’s salary. In order to predict qualitative vales, such as whether a patient survives or dies, or whether the stock market increases or decreases, Fisher proposed linear discriminant analysis in 1936. In the 1940s, various authors put forth an alternative approach, logistic regression. In the early 1970s, Nelder and Wedderburn coined the term generalized linear models for an entire class of statistical learning methods that include both linear and logistic regression as special cases.

By the end of the 1970s, many more techniques for learning from data were available. However, they were almost exclusively linear methods, because fitting non-linear relationships was computationally infeasible at the time. By the 1980s, computing technology had finally improved sufficiently that non-linear methods were no longer computationally prohibitive. In mid 1980s Breiman, Friedman, Olshen and Stone introduced classification and regression trees, and were among the first to demonstrate the power of a detailed practical implementation of a method, including cross-validation for model selection. Hastie and Tibshirani coined the term generalized additive models in 1986 for a class of non-linear extensions to generalized linear models, and also provided a practical software implementation.

Since that time, inspired by the advent of machine learning and other disciplines, statistical learning has emerged as a new subfield in statistics, focused on supervised and unsupervised modeling and prediction. In recent years, progress in statistical learning has been marked by the increasing availability of powerful and relatively user-friendly software, such as the popular and freely available R system. This has the potential to continue the transformation of the field from a set of techniques used and developed by statisticians and computer scientists to an essential toolkit for a much broader community.


This Book

The Elements of Statistical Learning (ESL) by Hastie, Tibshrani, and Friedman was first published in 2001. Since that time, it has become an important reference on the fundamentals of statistical machine learning. Its success derives from its comprehensive and detailed treatment of many important topics in statistical learning, as well as the fact that (relative to many upper-level statistics textbooks) it is accessible to a wide audience. However, the greatest factor behind the success of ESL has been its topical nature. At the time of its publication, interest in the field of statistical learning was starting to explode. ESL provided one of the first accessible and comprehensive introductions to the topic.

Since ESL was first published, the field of statistical learning has continued to flourish. The field’s expansion has taken two forms. The most obvious growth has involved the development of new and improved statistical learning approaches aimed at answering a range of scientific questions across a number of fields. However, the field of statistical learning has also expanded its audience. In the 1990s, increases in computational power generated a surge of interest in the field from non-statisticians who were eager to use cutting-edge statistical tools to analyze their data. Unfortunately, the highly technical nature of these approaches meant that the user community remained primarily restricted to experts in statistics, computer science, and related fields with the training ( and time) to understand and implement them.

In recent years, new and improved software packages have significantly eased the implementation burden for many statistical learning methods. At the same time, there has been growing recognition across a number of fields, from business to health care to genetics to the social science and beyond, that statistical learning is a powerful tool with important practical applications. As a result, the field has moved from one of primarily academic interest to a mainstream discipline, with an enormous potential audience. This trend will surely continue with the increasing availability of enormous quantities of data and the software to analyze it.

The purpose of An Introduction to Statistical Learning (ISL) is to facilitate the transition of statistical learning from an academic to a mainstream field. ISL is not intended to replace ESL, which is a more comprehensive text both in terms of the number of approaches considered and the depth to which they are explored. We consider ESL to be an important companion for professionals (with graduate degrees in statistics, machine learning, or related fields) who need to understand the technical details behind statistical learning approaches. However, the community of users of statistical learning techniques has expanded to include individuals with a wider range of interests and backgrounds. Therefore, we believe that there is now a place for a less technical and more accessible version of ESL.

In teaching these topics over the years, we have discovered that they are of interest to master’s and PhD students in fields as disparate as business administration, biology, and computer science, as well as to quantitatively-oriented upper-division undergraduates. It is important for this diverse group to be able to understand the models, intuitions, and strengths and technical details behind statistical learning methods, such as optimization algorithms and theoretical properties, are not of primary interest. We believe that these students do not need a deep understanding of these aspects in order to become informed users of the various methodologies, and in order to contribute to their chosen fields through the use of statistical leaning tools.

ISLR is based on the following four premises.

1. Many statistical learning methods are relevant and useful in a wide range of academic and non-academic and disciplines, beyond just the statistical sciences. We believe that many contemporary statistical learning procedures should, and will become as widely available and used as is currently the case for classical methods such as linear regression. As a result, rather than attempting to consider every possible approach (an important task), we have concentrated on presenting the methods that we believe are most widely applicable.

2. Statistical learning should not be viewed as a series of black boxes. No single approach will perform well in all possible applications. Without understanding all of the cogs inside the box, or the interaction between those cogs, it is impossible to select the best box. Hence, we have attempted to carefully describe the model, intuition, assumptions, and trade-offs behind each of the methods that we consider.

3. While it is important to know what job is performed by each cog, it is not necessary to have the skills to construct the machine inside the box! Thus, we have minimized discussion of technical details related to fitting procedures and theoretical properties. We assume that the reader is comfortable with basic mathematical concepts, but we do not assume a graduate degree in the mathematical sciences. For instance, we have almost completely avoided the use of matrix algebra, and it is possible to understand the entire book without a detailed knowledge of matrices and vectors.

4. We presume that the reader is interested in applying statistical learning methods to real-world problems. In order to facilitate this, as well as to motivate the techniques discussed, we have devoted a section within each chapter to R computer labs. In each labs, we walk the reader through realistic application of the methods considered in that chapter. When we have taught this material in our courses, we have allocated roughly one-third of classroom time to working through the labs, and we have found them to be extremely useful. Many of the less computationally-oriented students who were initially intimidated by R’s command level interface got the hang of things over the course of the quarter or semester. We have used R because it is freely available and is powerful enough to implement all of the methods discussed in the book. It also has optional packages that can be downloaded to implement literally thousands of additional methods. Most importantly, R is the language of choice for academic statisticians, and new approaches often become available in R years before they are implemented in commercial packages. However, the labs in ISL are self-contained, and can be skipped if the reader wished to used different software package or does not wish to apply the methods discussed to real-world problems.


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