2012MATLAB校园巡回研讨会.PDF

Copyright ? 2012 by TeraSoft, Inc. 2012 MATLAB校園巡迴研討會 統計運算技巧/資料探勘之應用 Agenda ? 13:30~13:50 R2011b與R2012a新功能介紹 ? 13:50~14:50 利用 MATLAB 產品進行運算統計 ? 14:50~15:10 休息時間 Copyright ? 2012 by TeraSoft, Inc. ? 15:10~16:10 MATLAB 於資料探勘之應用 ? 16:10~16:30 問題討論 What’s New for MATLAB with R2011b ? MATLAB ? New Spreadsheet Import Tool ? Load and Save Parts of Variables ? Automatic renaming all variables ? Statistics Copyright ? 2012 by TeraSoft, Inc. ? Ridge regression ? Lasso ? Elastic net What’s New for MATLAB with R2011b (Cont.) ? GPU Computing ? GPU-enabled functions can be deployed using MATLAB Compiler Copyright ? 2012 by TeraSoft, Inc. ? New Product: ? MATLAB Coder What’s New for MATLAB with R2012a ? Statistics Toolbox ? Regression analysis is simplified ? Fitting, prediction, and plotting ? New content to highlight the new features Copyright ? 2012 by TeraSoft, Inc. ? MATLAB Virtual Conference – March 28, 2012 ? New Capabilities for Regression and Curve Fitting ? Public webinar – April 17, 2012 ? Regression Analysis with MATLAB: New Statistics Toolbox Capabilities in R2012a Agenda ? 13:30~13:50 R2011b與R2012a新功能介紹 ? 13:50~14:50 利用 MATLAB 產品進行運算統計 ? 14:50~15:10 休息時間 Copyright ? 2012 by TeraSoft, Inc. ? 15:10~16:10 MATLAB 於資料探勘之應用 ? 16:10~16:30 問題討論 Section Outline ? Feature Selection, Regularization, and Shrinkage with MATLAB ? Feature selection techniques ? All possible subsets Copyright ? 2012 by TeraSoft, Inc. ? Sequential feature selection ? Demo ? Regularization and shrinkage ? Lasso, Ridge Regression, Elastic Net ? Demo Subset Selection and Coefficient Shrinkage Why do we care?
Design Considerations – Reduce Memory Copyright ? 2012 by TeraSoft, Inc. – Improve Speed
Interpretability – Simple models are easier to interpret
Predictive Accuracy (Overfitting) – How well can we fit this particular data set? – How well can the results be generalized to other data sets? Predictive Accuracy Copyright ? 2012 by TeraSoft, Inc. Cross Validatio