This book synthesizes those techniques from numerical analysis, algorithms, data structures, and optimization theory mostcommonly employed in statistics and machine learning. We provide concrete applications of these methods by giving complete reference implementations for a large set of the most commonly used statistical estimators. The goal is
"As best as I can determine, 'A Computational Approach to Statistical Learning' (CASL) is unique among R books devoted to statistical learning and data science. Other popular texts?cover much of the same ground, and include extensive R code implementing statistical models. What makes CASL different is the unifying mathematical structure underlying the presentation and the focus on the computations themselves?CASL's great strengths are the use linear algebra to provide a coherent, unifying mathematical framework for explaining a wide class of models, a lucid writing style that appeals to geometric intuition, clear explanations of many details that are mostly glossed over in more superficial treatments, the inclusion of historical references, and R code that is tightly integrated into the text. The R code is extensive, concise without being opaque, and in many cases, elegant. The code illustrates R's advantages for developing statistical algorithms as well as its power to present versatile and compelling visualizations?CASL ought to appeal to anyone working in data science or machine learning seeking a sophisticated understanding of both the theoretical basis and efficient algorithms underlying a modern approach to computational statistics."
~Joe Rickert, RStudio
"The 'literate programming' style is my favorite part of this book (borrowing the term from Don Knuth). It would be well suited for an engineer seeking to understand the implementations and ideas behind these statistical models. Real code beats pseudocode, because one can easily tweak and experiment with it?The other part I especially like is the development of neural nets based on extending the models previously introduced in the text. This takes some of the mystery out of neural nets and makes them more accessible to a statistician studying them for the first time... I would happily buy this book for my own reference and self-study... I'm not aware of any books that are writt
