|
Out-of-bag Error
Out-of-bag (OOB) error, also called out-of-bag estimate, is a method of measuring the prediction error of random forests, gradient boosting, boosted decision trees, and other machine learning models utilizing bootstrap aggregating (bagging). Bagging uses subsampling with replacement to create training samples for the model to learn from. OOB error is the mean prediction error on each training sample , using only the trees that did not have in their bootstrap sample. Bootstrap aggregating allows one to define an out-of-bag estimate of the prediction performance improvement by evaluating predictions on those observations that were not used in the building of the next base learner. Out-of-bag dataset When bootstrap aggregating is performed, two independent sets are created. One set, the bootstrap sample, is the data chosen to be "in-the-bag" by sampling with replacement. The out-of-bag set is all data not chosen in the sampling process. When this process is repeated, such as wh ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Prediction Error
In statistics the mean squared prediction error or mean squared error of the predictions of a smoothing or curve fitting procedure is the expected value of the squared difference between the fitted values implied by the predictive function \widehat and the values of the (unobservable) function ''g''. It is an inverse measure of the explanatory power of \widehat, and can be used in the process of cross-validation of an estimated model. If the smoothing or fitting procedure has projection matrix (i.e., hat matrix) ''L'', which maps the observed values vector y to predicted values vector \hat via \hat=Ly, then :\operatorname(L)=\operatorname\left left( g(x_i)-\widehat(x_i)\right)^2\right The MSPE can be decomposed into two terms: the mean of squared biases of the fitted values and the mean of variances of the fitted values: :n\cdot\operatorname(L)=\sum_^n\left(\operatorname\left widehat(x_i)\rightg(x_i)\right)^2+\sum_^n\operatorname\left widehat(x_i)\right Knowledge of ''g'' i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Random Forest
Random forests or random decision forests is an ensemble learning method for classification, regression and other tasks that operates by constructing a multitude of decision trees at training time. For classification tasks, the output of the random forest is the class selected by most trees. For regression tasks, the mean or average prediction of the individual trees is returned. Random decision forests correct for decision trees' habit of overfitting to their training set. Random forests generally outperform decision trees, but their accuracy is lower than gradient boosted trees. However, data characteristics can affect their performance. The first algorithm for random decision forests was created in 1995 by Tin Kam Ho using the random subspace method, which, in Ho's formulation, is a way to implement the "stochastic discrimination" approach to classification proposed by Eugene Kleinberg. An extension of the algorithm was developed by Leo Breiman and Adele Cutler, who reg ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Gradient Boosting
Gradient boosting is a machine learning technique used in regression and classification tasks, among others. It gives a prediction model in the form of an ensemble of weak prediction models, which are typically decision trees. When a decision tree is the weak learner, the resulting algorithm is called gradient-boosted trees; it usually outperforms random forest. A gradient-boosted trees model is built in a stage-wise fashion as in other boosting methods, but it generalizes the other methods by allowing optimization of an arbitrary differentiable loss function. History The idea of gradient boosting originated in the observation by Leo Breiman that boosting can be interpreted as an optimization algorithm on a suitable cost function. Explicit regression gradient boosting algorithms were subsequently developed, by Jerome H. Friedman, simultaneously with the more general functional gradient boosting perspective of Llew Mason, Jonathan Baxter, Peter Bartlett and Marcus Frean. Th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Machine Learning
Machine learning (ML) is a field of inquiry devoted to understanding and building methods that 'learn', that is, methods that leverage data to improve performance on some set of tasks. It is seen as a part of artificial intelligence. Machine learning algorithms build a model based on sample data, known as training data, in order to make predictions or decisions without being explicitly programmed to do so. Machine learning algorithms are used in a wide variety of applications, such as in medicine, email filtering, speech recognition, agriculture, and computer vision, where it is difficult or unfeasible to develop conventional algorithms to perform the needed tasks.Hu, J.; Niu, H.; Carrasco, J.; Lennox, B.; Arvin, F.,Voronoi-Based Multi-Robot Autonomous Exploration in Unknown Environments via Deep Reinforcement Learning IEEE Transactions on Vehicular Technology, 2020. A subset of machine learning is closely related to computational statistics, which focuses on making predicti ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bootstrap Aggregating
Bootstrap aggregating, also called bagging (from bootstrap aggregating), is a machine learning ensemble meta-algorithm designed to improve the stability and accuracy of machine learning algorithms used in statistical classification and regression. It also reduces variance and helps to avoid overfitting. Although it is usually applied to decision tree methods, it can be used with any type of method. Bagging is a special case of the model averaging approach. Description of the technique Given a standard training set D of size ''n'', bagging generates ''m'' new training sets D_i, each of size ''n′'', by sampling from ''D'' uniformly and with replacement. By sampling with replacement, some observations may be repeated in each D_i. If ''n ′''=''n'', then for large ''n'' the set D_i is expected to have the fraction (1 - 1/'' e'') (≈63.2%) of the unique examples of ''D'', the rest being duplicates. This kind of sample is known as a bootstrap sample. Sampling with replacement ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bootstrap Aggregating
Bootstrap aggregating, also called bagging (from bootstrap aggregating), is a machine learning ensemble meta-algorithm designed to improve the stability and accuracy of machine learning algorithms used in statistical classification and regression. It also reduces variance and helps to avoid overfitting. Although it is usually applied to decision tree methods, it can be used with any type of method. Bagging is a special case of the model averaging approach. Description of the technique Given a standard training set D of size ''n'', bagging generates ''m'' new training sets D_i, each of size ''n′'', by sampling from ''D'' uniformly and with replacement. By sampling with replacement, some observations may be repeated in each D_i. If ''n ′''=''n'', then for large ''n'' the set D_i is expected to have the fraction (1 - 1/'' e'') (≈63.2%) of the unique examples of ''D'', the rest being duplicates. This kind of sample is known as a bootstrap sample. Sampling with replacement ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sampling With Replacement And Out-of-bag Dataset - Medical Context
Sampling may refer to: *Sampling (signal processing), converting a continuous signal into a discrete signal * Sampling (graphics), converting continuous colors into discrete color components *Sampling (music), the reuse of a sound recording in another recording **Sampler (musical instrument), an electronic musical instrument used to record and play back samples *Sampling (statistics), selection of observations to acquire some knowledge of a statistical population *Sampling (case studies), selection of cases for single or multiple case studies * Sampling (audit), application of audit procedures to less than 100% of population to be audited *Sampling (medicine), gathering of matter from the body to aid in the process of a medical diagnosis and/or evaluation of an indication for treatment, further medical tests or other procedures. *Sampling (occupational hygiene), detection of hazardous materials in the workplace *Sampling (for testing or analysis), taking a representative portion of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
OOB Error Example
OOB may refer to: * Oob (''Dragon Ball''), a fictional character in ''Dragon Ball'' *''off our backs'', US feminist periodical 1970–2008 *Order of battle, a listing of military units *Out-of-bag error, a method of measuring prediction error *Out-of-band management, using a dedicated management channel in computer networking * ÖoB, a Swedish discount chain * Old Orchard Beach, a seaside resort town in Maine Maine () is a state in the New England and Northeastern regions of the United States. It borders New Hampshire to the west, the Gulf of Maine to the southeast, and the Canadian provinces of New Brunswick and Quebec to the northeast and north ... See also * OOBE (other) {{disambiguation ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Springer Publishing
Springer Publishing Company is an American publishing company of academic journals and books, focusing on the fields of nursing, gerontology, psychology, social work, counseling, public health, and rehabilitation (neuropsychology). It was established in 1951 by Bernhard Springer, a great-grandson of Julius Springer, and is based in Midtown Manhattan, New York City. History Springer Publishing Company was founded in 1950 by Bernhard Springer, the Berlin-born great-grandson of Julius Springer, who founded Springer-Verlag (now Springer Science+Business Media). Springer Publishing's first landmark publications included ''Livestock Health Encyclopedia'' by R. Seiden and the 1952 ''Handbook of Cardiology for Nurses''. The company's books soon branched into other fields, including medicine and psychology. Nursing publications grew rapidly in number, as Modell's ''Drugs in Current Use'', a small annual paperback, sold over 150,000 copies over several editions. Solomon Garb's ''Labor ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cross-validation (statistics)
Cross-validation, sometimes called rotation estimation or out-of-sample testing, is any of various similar model validation techniques for assessing how the results of a statistical analysis will generalize to an independent data set. Cross-validation is a resampling method that uses different portions of the data to test and train a model on different iterations. It is mainly used in settings where the goal is prediction, and one wants to estimate how accurately a predictive model will perform in practice. In a prediction problem, a model is usually given a dataset of ''known data'' on which training is run (''training dataset''), and a dataset of ''unknown data'' (or ''first seen'' data) against which the model is tested (called the validation dataset or ''testing set''). The goal of cross-validation is to test the model's ability to predict new data that was not used in estimating it, in order to flag problems like overfitting or selection bias and to give an insight o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Random Forest
Random forests or random decision forests is an ensemble learning method for classification, regression and other tasks that operates by constructing a multitude of decision trees at training time. For classification tasks, the output of the random forest is the class selected by most trees. For regression tasks, the mean or average prediction of the individual trees is returned. Random decision forests correct for decision trees' habit of overfitting to their training set. Random forests generally outperform decision trees, but their accuracy is lower than gradient boosted trees. However, data characteristics can affect their performance. The first algorithm for random decision forests was created in 1995 by Tin Kam Ho using the random subspace method, which, in Ho's formulation, is a way to implement the "stochastic discrimination" approach to classification proposed by Eugene Kleinberg. An extension of the algorithm was developed by Leo Breiman and Adele Cutler, who reg ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Boosting (meta-algorithm)
In machine learning, boosting is an ensemble meta-algorithm for primarily reducing bias, and also variance in supervised learning, and a family of machine learning algorithms that convert weak learners to strong ones. Boosting is based on the question posed by Kearns and Valiant (1988, 1989):Michael Kearns(1988)''Thoughts on Hypothesis Boosting'' Unpublished manuscript (Machine Learning class project, December 1988) "Can a set of weak learners create a single strong learner?" A weak learner is defined to be a classifier that is only slightly correlated with the true classification (it can label examples better than random guessing). In contrast, a strong learner is a classifier that is arbitrarily well-correlated with the true classification. Robert Schapire's affirmative answer in a 1990 paper to the question of Kearns and Valiant has had significant ramifications in machine learning and statistics, most notably leading to the development of boosting. When first introduced, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
