原文链接:https://blog.csdn.net/pxhdky/article/details/84797718 由于每个个体学习器都只使用了初始训练集中约63.2%的样本,剩下的样本可用作验证集来对泛化性能进行包外估计(out-of-bag estimate),为此需要记录每个基学习器所使用的训练样本 对每个个体学习器 而言,有36.8%的样本没有用来训练,称为该学习器的包...
RandomForest的out of bag estimate 及Feature selection 具体作法 一、Out of bag estimate(OOB) 1、OOB sample number RF是bagging的一种,在做有放回的bootstrap时,由抽样随机性可得到(其中1/e可由高数中的洛必达法则得到): RF中每次抽样N个样本训练每一棵decision tree(gt),对于此棵树gt,原始的数据集中将...
Out-of-bag estimate 包外估计文献(pubmed) 以下为句子列表:英文: Out of sight, out of mind.中文: 【谚】眼不见,心不念。英文: Out of office, out of danger.中文: 无官一身轻。英文: Out of sight , out of mind.中文: 看不见就变疯了。
(机器学习应用篇5)10.2 Out-Of-Bag_Estimate_12-31。听TED演讲,看国内、国际名校好课,就在网易公开课
Under the condition that the computational cost is not additionally consumed, this paper proposes a new approach to estimate the hyper-parameter based on the out-of-bag sample. The experiments conducted by some UCI real-world data sets show that RF with the hyper-parameter estimated by the ...
Estimate the out-of-bag errorεt. For each predictor variablexj,j∊st: Randomly permute the observations ofxj. Estimate the model error,εtj, using the out-of-bag observations containing the permuted values ofxj. Take the differencedtj=εtj–εt. Predictor variables not split when growing ...
out-of-bag estimate is as accurate as using a test set of the same size as the training set. 意思就是,oob是test error的一个无偏估计. 一句话总结下: 假设Zi=(xi,yi) The out-of-bag (OOB) error is the average errorfor each Zi calculated using predictions from the trees that do not ...
We can eliminate most of the bias in the out-of-bag estimate and increase accuracy by incorporating a correction based on the distribution of the out-of-bag votes. 展开 关键词: bagging cross-validation generalization error DOI: 10.1023/A:1013964023376 被引量: 164 ...
最终, 假设 类别j 是当记录n是oob时候,获得投票最多的类别,j被错误分类除以总记录数n,就是 oob error estimate. 这在很多测试中被证明是无偏的[2].Out-of-bag 估计的泛化错误率是 out-of-bag classifier 在训练集上的错误率。那么它为什么重要? Breiman [1996b]在对 bagged 分类器的错误率...