Models for Understanding Versus Models for Prediction

Models for Understanding Versus Models for Prediction
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用于理解的模型与用于预测的模型

DOI:
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发表时间:
2008
期刊:
影响因子:
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通讯作者:
G. Saporta
G. Saporta
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文献类型:
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作者:
G. Saporta

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根据一个标准的观点,统计建模包括建立一个随机现象的简约表示,通常基于应用领域专家的知识:模型的目的是提供对数据和产生数据的潜在机制的更好理解。另一方面,数据挖掘和KDD处理预测建模:模型仅仅是算法,模型的质量通过其预测新观测的性能来评估。在这篇文章中,我们对建模的这两个方面提出了一些一般性的考虑。
According to a standard point of view, statistical modelling consists in establishing a parsimonious representation of a random phenomenon, generally based upon the knowledge of an expert of the application field: the aim of a model is to provide a better understanding of data and of the underlying mechanism which have produced it. On the other hand, Data Mining and KDD deal with predictive modelling: models are merely algorithms and the quality of a model is assessed by its performance for predicting new observations. In this communication, we develop some general considerations about both aspects of modelling.