This paper attempts to contrast the basic elements of statistical learning theory and statistical decision theory, but I'm still confused about how the two are related.
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$\begingroup$ possible duplicate of What is the relation between statistics theory and decision theory? $\endgroup$– EmreFeb 2, 2015 at 1:09
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$\begingroup$ @Emre That question is about the relation between Statistics and Decision Theory whereas I'm trying to understand the relation between Statistical Learning Theory and Statistical Decision Theory. $\endgroup$– Bharat KhatriFeb 2, 2015 at 1:14
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Have you read the Wikipedia articles? Decision theory is a subset of or problem in statistical learning, in my view; both driven by statistics -- data. It concerns the optimal making of decisions such as choosing between alternatives, once or over a period of time (possibly without termination), or deciding when to stop an experiment, etc. Statistical learning theory is a much broader concept. It is the most popular paradigm for machine learning. Maybe you know that?
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$\begingroup$ I hadn't heard the term "Statistical Learning Theory" before and came across it while studying about VC Theory. The formalisms in Statistical Learning Theory seemed similar to the ones I studied before in Statistical Decision Theory. $\endgroup$ Feb 2, 2015 at 2:02