The meaning of some terms in DM
19 Apr 2015Basis(基础):
MSE(Mean Square Error 均方误差),
LMS(LeastMean Square 最小均方),
LSM(Least Square Methods 最小二乘法),
MLE(MaximumLikelihood Estimation最大似然估计),
QP(Quadratic Programming 二次规划),
CP(Conditional Probability条件概率),
JP(Joint Probability 联合概率),
MP(Marginal Probability边缘概率),
Bayesian Formula(贝叶斯公式),
L1 /L2Regularization(L1/L2正则,以及更多的,现在比较火的L2.5正则等),
GD(GradientDescent 梯度下降),
SGD(Stochastic Gradient Descent 随机梯度下降),
Eigenvalue(特征值),
Eigenvector(特征向量),
QR-decomposition(QR分解),
Quantile (分位数),
Covariance(协方差矩阵)。
Common Distribution(常见分布):
Discrete Distribution(离散型分布):
BernoulliDistribution/Binomial(贝努利分布/二项分布),
Negative BinomialDistribution(负二项分布),
MultinomialDistribution(多项式分布),
Geometric Distribution(几何分布),
HypergeometricDistribution(超几何分布),
Poisson Distribution (泊松分布)。
Continuous Distribution (连续型分布):
UniformDistribution(均匀分布),
Normal Distribution /Guassian Distribution(正态分布/高斯分布),
ExponentialDistribution(指数分布),
Lognormal Distribution(对数正态分布),
GammaDistribution(Gamma分布),
Beta Distribution(Beta分布),
Dirichlet Distribution(狄利克雷分布),
Rayleigh Distribution(瑞利分布),
Cauchy Distribution(柯西分布),
Weibull Distribution (韦伯分布)。
Three Sampling Distribution(三大抽样分布):
Chi-squareDistribution(卡方分布),
t-distribution(t-distribution),
F-distribution(F-分布)。
Data Pre-processing(数据预处理):
Missing Value Imputation(缺失值填充),
Discretization(离散化),Mapping(映射),
Normalization(归一化/标准化)。
Sampling(采样):
Simple Random Sampling(简单随机采样),
OfflineSampling(离线等可能K采样),
Online Sampling(在线等可能K采样),
Ratio-based Sampling(等比例随机采样),
Acceptance-RejectionSampling(接受-拒绝采样),
Importance Sampling(重要性采样),
MCMC(MarkovChain Monte Carlo 马尔科夫蒙特卡罗采样算法:Metropolis-Hasting& Gibbs)。
Clustering(聚类):
K-Means,
K-Mediods,
二分K-Means,
FK-Means,
Canopy,
Spectral-KMeans(谱聚类),
GMM-EM(混合高斯模型-期望最大化算法解决),
K-Pototypes,CLARANS(基于划分),
BIRCH(基于层次),
CURE(基于层次),
DBSCAN(基于密度),
CLIQUE(基于密度和基于网格)。
Classification&Regression(分类&回归):
LR(Linear Regression 线性回归),
LR(LogisticRegression逻辑回归),
SR(Softmax Regression 多分类逻辑回归),
GLM(GeneralizedLinear Model 广义线性模型),
RR(Ridge Regression 岭回归/L2正则最小二乘回归),
LASSO(Least Absolute Shrinkage andSelectionator Operator L1正则最小二乘回归),
RF(随机森林),
DT(DecisionTree决策树),
GBDT(Gradient BoostingDecision Tree 梯度下降决策树),
CART(ClassificationAnd Regression Tree 分类回归树),
KNN(K-Nearest Neighbor K近邻),
SVM(Support VectorMachine),
KF(KernelFunction 核函数PolynomialKernel Function 多项式核函、
Guassian KernelFunction 高斯核函数/Radial BasisFunction RBF径向基函数、
String KernelFunction 字符串核函数)、
NB(Naive Bayes 朴素贝叶斯),
BN(Bayesian Network/Bayesian Belief Network/ Belief Network 贝叶斯网络/贝叶斯信度网络/信念网络),
LDA(Linear Discriminant Analysis/FisherLinear Discriminant 线性判别分析/Fisher线性判别),
EL(Ensemble Learning集成学习Boosting,Bagging,Stacking),
AdaBoost(Adaptive Boosting 自适应增强),
MEM(MaximumEntropy Model最大熵模型)。
Effectiveness Evaluation(分类效果评估):
Confusion Matrix(混淆矩阵),
Precision(精确度),
Recall(召回率),
Accuracy(准确率),
F-score(F得分),
ROC Curve(ROC曲线),
AUC(AUC面积),
LiftCurve(Lift曲线) ,
KS Curve(KS曲线)。
PGM(Probabilistic Graphical Models概率图模型):
BN(Bayesian Network/Bayesian Belief Network/ BeliefNetwork 贝叶斯网络/贝叶斯信度网络/信念网络),
MC(Markov Chain 马尔科夫链),
HMM(HiddenMarkov Model 马尔科夫模型),
MEMM(Maximum Entropy Markov Model 最大熵马尔科夫模型),
CRF(ConditionalRandom Field 条件随机场),
MRF(MarkovRandom Field 马尔科夫随机场)。
NN(Neural Network神经网络):
ANN(Artificial Neural Network 人工神经网络),
BP(Error BackPropagation 误差反向传播)。
Deep Learning(深度学习):
Auto-encoder(自动编码器),
SAE(Stacked Auto-encoders堆叠自动编码器,
Sparse Auto-encoders稀疏自动编码器、
Denoising Auto-encoders去噪自动编码器、
Contractive Auto-encoders 收缩自动编码器),
RBM(RestrictedBoltzmann Machine 受限玻尔兹曼机),
DBN(Deep Belief Network 深度信念网络),
CNN(ConvolutionalNeural Network 卷积神经网络),
Word2Vec(词向量学习模型)。
DimensionalityReduction(降维):
LDA LinearDiscriminant Analysis/Fisher Linear Discriminant 线性判别分析/Fisher线性判别,
PCA(Principal Component Analysis 主成分分析),
ICA(IndependentComponent Analysis 独立成分分析),
SVD(Singular Value Decomposition 奇异值分解),
FA(FactorAnalysis 因子分析法)。
Text Mining(文本挖掘):
VSM(Vector Space Model向量空间模型),
Word2Vec(词向量学习模型),
TF(Term Frequency词频),
TF-IDF(Term Frequency-Inverse DocumentFrequency 词频-逆向文档频率),
MI(MutualInformation 互信息),
ECE(Expected Cross Entropy 期望交叉熵),
QEMI(二次信息熵),
IG(InformationGain 信息增益),
IGR(Information Gain Ratio 信息增益率),
Gini(基尼系数),
x2 Statistic(x2统计量),
TEW(TextEvidence Weight文本证据权),
OR(Odds Ratio 优势率),
N-Gram Model,
LSA(Latent Semantic Analysis 潜在语义分析),
PLSA(ProbabilisticLatent Semantic Analysis 基于概率的潜在语义分析),
LDA(Latent DirichletAllocation 潜在狄利克雷模型)。
Association Mining(关联挖掘):
Apriori,
FP-growth(Frequency Pattern Tree Growth 频繁模式树生长算法),
AprioriAll,
Spade。
Recommendation Engine(推荐引擎):
DBR(Demographic-based Recommendation 基于人口统计学的推荐),
CBR(Context-basedRecommendation 基于内容的推荐),
CF(Collaborative Filtering协同过滤),
UCF(User-basedCollaborative Filtering Recommendation 基于用户的协同过滤推荐),
ICF(Item-basedCollaborative Filtering Recommendation 基于项目的协同过滤推荐)。
Similarity Measure&Distance Measure(相似性与距离度量):
Euclidean Distance(欧式距离),
ManhattanDistance(曼哈顿距离),
Chebyshev Distance(切比雪夫距离),
MinkowskiDistance(闵可夫斯基距离),
Standardized Euclidean Distance(标准化欧氏距离),
MahalanobisDistance(马氏距离),
Cos(Cosine 余弦),
HammingDistance/Edit Distance(汉明距离/编辑距离),
JaccardDistance(杰卡德距离),
Correlation Coefficient Distance(相关系数距离),
InformationEntropy(信息熵),
KL(Kullback-Leibler Divergence KL散度/Relative Entropy 相对熵)。
Optimization(最优化):
Non-constrainedOptimization(无约束优化):
Cyclic VariableMethods(变量轮换法),
Pattern Search Methods(模式搜索法),
VariableSimplex Methods(可变单纯形法),
Gradient Descent Methods(梯度下降法),
Newton Methods(牛顿法),
Quasi-NewtonMethods(拟牛顿法),
Conjugate Gradient Methods(共轭梯度法)。
ConstrainedOptimization(有约束优化):
Approximation Programming Methods(近似规划法),
FeasibleDirection Methods(可行方向法),
Penalty Function Methods(罚函数法),
Multiplier Methods(乘子法)。
Heuristic Algorithm(启发式算法),
SA(SimulatedAnnealing,模拟退火算法),
GA(genetic algorithm遗传算法)。
Feature Selection(特征选择算法):
Mutual Information(互信息),
DocumentFrequence(文档频率),
Information Gain(信息增益),
Chi-squared Test(卡方检验),
Gini(基尼系数)。
Outlier Detection(异常点检测算法):
Statistic-based(基于统计),
Distance-based(基于距离),
Density-based(基于密度),
Clustering-based(基于聚类)。
Learning to Rank(基于学习的排序):
Pointwise:McRank;
Pairwise:RankingSVM,RankNet,Frank,RankBoost;
Listwise:AdaRank,SoftRank,LamdaMART。
source: http://blog.csdn.net/heyongluoyao8/article/details/39299913