Out of bag error in Random Forest sklearn中的RandomForestClassifier有一个参数: oob_score : bool (default=False) Whether to use out-of-bag samples to estimate the generalization accuracy. 中文叫‘袋外误差’,可以看出这个参数的意思是:使用oob来衡量test error. 关于oob的解释,stackoverflow上有比较全...
Breiman [1996b]在对 bagged 分类器的错误 率估计研究中, 给出实证证据显示,out-of-bag 估计 和使用与训练集 大小一致的测试集所得到的错误率一样精确. 所以, 使用 out-of-bag error 估计可以不在另外建立一个测试集. [1]/questions/18541923/what-is-out-of-bag-error-inrandom-forests [2]/~breiman/...
Mitchell MW (2011) Bias of the Random Forest out-of-bag (OOB) error for certain input parameters . Open Journal of Statistics 1 : 205–211Mitchell MW (2011) Bias of the random forest out-of-bag (oob) error for certain input parameters . Open Journal of Statistics 1 : 205–211Mitchell...
https://stackoverflow.com/questions/25153276/difference-of-prediction-results-in-random-forest-model https://stats.stackexchange.com/questions/412479/difference-between-the-out-of-bag-error-and-the-predicted-error 用R语言算random forests的时候发现,训练数据的model$predictions不等于predict(model, train_da...
在Leo Breiman的理论中,第一个就是oob(Out of Bag Estimation),查阅了好多文章,并没有发现一个很好的中文解释,这里我们姑且叫他袋外估测。 01 — Out Of Bag 假设我们的训练数据集由T表示,并假设数据集具有M个特征(或属性或变量)。 T = {(X1,y1), (X2,y2), ... (Xn, yn)} Xi is input vecto...
On the overestimation of random forest's out-of-bag error The ensemble method random forests has become a popular classification tool in bioinformatics and related fields. The out-of-bag error is an error estimation technique often used to evaluate the accuracy of a random forest and to select...
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2.a roofed structure, usu. below ground level, in which baseball players sit when not on the field. 3.a rough shelter dug in the ground, or in the side of a hill, esp. one used by soldiers. [1810–20,Amer.] Random House Kernerman Webster's College Dictionary, © 2010 K Dictionar...
【Key words】Bagging; Out-of-bag sample; Cross-validation method; Generalization error; Double-bagging; Random forest 0引言 集成学习是一种新的学习范式,它使用多个学习机来解决同一个问题。由于它能显著提高一个学习系统的泛化能力,从20世纪90年代开始,对集成学习理论和算法的研究一直是机器学习领域中的热点...
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