Jerome H. Friedman

Department of Statistics and 
Stanford Linear Accelerator Center 
Stanford University
Stanford, CA 94305 

Email: jhf@stanford.edu
Fax: +1 650 725 8977

• Courses
• Recent Papers
• Selected Other Publications
• Software
• Vita

Courses

• Statistics 202: Statistical Aspects of Data Mining
• Statistics 306A: Methods of Applied Statistics .
• Statistics 315B: Modern Applied Statistics: Elements of  Statistical Learning II .

Recent Papers (PDF or PostScript)

Friedman, J. H. "Fast sparse regression and classification." (April 2008) (long version)

Friedman, J. H., Hastie T, Hofling., H., Tibshirani R. "Pathwise coordinate optimization." (2007).

Friedman, J. H., Hastie T, Tibshirani R. "Sparse inverse covariance estimation with the graphical lasso." (2007)

Friedman, J. H. and Popescu, B. E. "Predictive Learning via Rule Ensembles." (Feb. 2005) (software)

Friedman, J. H. and Popescu, B. E. "Gradient directed regularization." (Feb. 2004) (long version) (software)

Friedman, J. H. "On multivariate goodness-of-fit and two-sample testing." (Dec. 2003)

Friedman, J. H. "Recent advances in predictive (machine) learning." (Nov. 2003)

Friedman, J. H. and Popescu, B. E. "Importance Sampled Learning Ensembles." (Sept. 2003)

Friedman, J. H. and Meulman, J. J. "Clustering Objects on  Subsets of Attributes." (June 2002) (software)

Friedman, J. H. "Tutorial: Getting Started with MART in R." (April 2002) (software)

Friedman, J. H. and Hall , P. "On Bagging and Nonlinear Estimation." (May 1999)

Friedman, J. H. "Stochastic Gradient Boosting ." (March 1999b) (software)

Friedman, J. H. "Greedy Function Approximation: A Gradient Boosting Machine." (Feb. 1999a) (software)

Friedman, J. H. and Fisher, N. I. "Rejoinder to discussion of: Bump Hunting in High-Dimensional Data." (Nov. 1998) (software)

Friedman, J. H., Hastie, T. and Tibshirani, R. "Additive Logistic Regression: a Statistical View of Boosting." (Aug. 1998)

Friedman, J. H. "Data Mining and Statistics: What's the Connection?" (Nov. 1997b).

Friedman, J. H. and Fisher, N. I. "Bump Hunting in High-Dimensional Data." (Oct. 1997a). (software)

Friedman, J. H "DART/HYESS Users Guide " (Dec. 1996b). (software)

Friedman, J. H "Another Approach to Polychotomous Classification" (Oct. 1996).

Friedman, J. H "Local Learning Based on Recursive Covering" (Aug. 1996a). (software)

Friedman, J. H "On Bias, Variance, 0/1-loss, and the Curse-of-Dimensionality " (April. 1996).

Friedman, J. H. "Flexible Metric Nearest Neighbor Classification." (Nov. 1994).

Selected Other Publications (not machine readable)

• Hastie, T., Tibshirani, R. and Friedman, J. H. (2001). Elements of Statistical Learning. Springer
• Breiman, L. and Friedman, J. H. (1997) ."Predicting Multivariate Responses in Multiple Linear Regression" (with discussion) J. Roy. Statist. Soc. B 59, 3.
• Friedman, J. H (1994). "An Overview of Computational Learning and Function Approximation" In: From Statistics to Neural Networks. Theory and Pattern Recognition Applications. (Cherkassy, Friedman, Wechsler, eds.) Springer-Verlag 1.
• Friedman, J. H (1993b). "Fast MARS." Dept. of Statistics, Stanford University Technical Report. (software)
• Friedman, J. H (1993a). "Estimating Functions of Mixed Ordinal and Categorical Variables Using Adaptive Splines. In: New Directions in Statistical Data Analysis and Robustness. (Morgenthaler, Ronchetti, Stahel, eds.) Birkhauser. (software)
• Friedman, J. H (1991). " Multivariate Adaptive Regression Splines" (with discussion). Annals of Statistics 19, 1. (software)
• Friedman, J. H. (1989) ."Regularized Discriminant Analysis." J. Amer. Statist. Assoc. 84, 165. (software)
• Friedman, J. H. (1987) "Exploratory Projection Pursuit." J. Amer. Statist. Assoc. 82, 249. (software)
• Breiman, L. and Friedman, J. H. (1985). "Estimating Optimal Transformations for Multiple Regression and Correlation." (with discussion) J. Amer. Statist. Assoc. 80, 580. (software)
• Breiman, L., Friedman, J. H., Olshen, R. A. and Stone., C. J. (1983). "Classification and Regression Trees." Wadsworth. (software)
• Friedman, J. H. and Stuetzle, W. (1981). "Projection Pursuit Regression." J. Amer. Statist. Assoc. 76, 817. (software)
• Friedman, J. H., Bentely, J. and Finkel, R. A. (1977). "An Algorithm for Finding Best Matches in Logarithmic Expected Time" ACM Trans. Math. Software 3, 209.
• Fisherkeller, M. A., Friedman, J. H. and Tukey J. W. (1975). "PRIM-9: An Interactive Multidimensional Data Display and Analysis System." Proceedings: ACM Pacific 75.
• Friedman, J. H. and Tukey, J.W. (1974). "A Projection Pursuit Algorithm for Exploratory Data Analysis." IEEE Trans. Computers. C-23, 881.

Software

• RuleFit
  • Friedman and Popescu (2005)
• PathSeeker
  • Friedman and Popescu (2004)
• COSA
  • Friedman and Meulman (2002)
• MART
  • Friedman (1999a), (1999b)
• SuperGEM
  • Friedman and Fisher (1997a), (1998)
• DART/HYESS
  • Friedman (1996a), (1996b)
• MARS
  • Friedman (1991), (1993a), (1993b)
• RDA
  • Friedman (1989)
• Exploratory-PP
  • Friedman (1987)
• ACE
  • Breiman and Friedman (1985)
• PP-Regression
  • Friedman and Stuetzle (1981)
  • Friedman, J. H. (1985). "Classification and Multiple Response Regression Projection Pursuit." Tech. Rep. LCS
  • Friedman, J. H. (1985). "SMART Users Guide." Tech. Rep. LCS 1.
• Super Smoother
  • Friedman, J. H. (1984). "A Variable Span Smoother" Tech. Rep. LCS 5.
• CART - Breiman, Friedman, Olshen, and Stone (1983)
• FRCORR
  • Friedman, J. H. and Rafsky L. C. (1983). "Graph-Theoretic Measures of Multivariate Association and Prediction." Annals of Statistics 11, 377.
• TSPLOT
  • Friedman, J. H. and Rafsky L. C. (1981). "Graphics for the Multivariate Two-Sample Problem." (with discussion) J. Amer. Statist. Assoc. 76, 277.
• MSTCPR
  • Friedman, J. H. and Rafsky L. C. (1979). "Multivariate Analogs of the Wald-Wolfowitz and Smirnov Two-Sample Tests." Annals of Statistics 7, 697.