Econom'etrie et机器学习

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

摘要翻译：
计量经济学和机器学习似乎有一个共同的目标：使用解释变量（或特征）为感兴趣的变量构造预测模型。然而，这两个领域并行发展，从而创造了两种不同的文化，套用Breiman(2001)的话。第一个是建立概率模型来描述经济现象。第二种方法使用从错误中学习的算法，其目的通常是分类（声音、图像等）。然而，最近，学习模型被证明比传统的计量经济学技术更有效（代价是支付较少的解释能力），最重要的是，它们能够管理更大的数据。在这种情况下，计量经济学家有必要了解这两种文化是什么，什么是反对它们的，特别是什么使它们更紧密地联系在一起，以便利用统计学习界开发的适当工具将它们纳入计量经济学模型。
---
英文标题：
《Econom\'etrie et Machine Learning》
---
作者：
Arthur Charpentier and Emmanuel Flachaire and Antoine Ly
---
最新提交年份：
2018
---
分类信息：

一级分类：Statistics        统计学
二级分类：Other Statistics        其他统计数字
分类描述：Work in statistics that does not fit into the other stat classifications
从事不适合其他统计分类的统计工作
--
一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
--

---
英文摘要：
  Econometrics and machine learning seem to have one common goal: to construct a predictive model, for a variable of interest, using explanatory variables (or features). However, these two fields developed in parallel, thus creating two different cultures, to paraphrase Breiman (2001). The first was to build probabilistic models to describe economic phenomena. The second uses algorithms that will learn from their mistakes, with the aim, most often to classify (sounds, images, etc.). Recently, however, learning models have proven to be more effective than traditional econometric techniques (with a price to pay less explanatory power), and above all, they manage to manage much larger data. In this context, it becomes necessary for econometricians to understand what these two cultures are, what opposes them and especially what brings them closer together, in order to appropriate tools developed by the statistical learning community to integrate them into Econometric models.
---
PDF链接：
https://arxiv.org/pdf/1708.06992

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：econom Econo Econ 机器学习 con 传统 它们 错误 经济 what