Out-of-bag error

From Wikipedia, the free encyclopedia
Jump to navigation Jump to search

Out-of-bag (OOB) error, also called out-of-bag estimate, is a method of measuring the prediction error of random forests, boosted decision trees, and other machine learning models utilizing bootstrap aggregating (bagging) to sub-sample data samples used for training. OOB is the mean prediction error on each training sample xᵢ, using only the trees that did not have xᵢ in their bootstrap sample.[1]

Subsampling allows one to define an out-of-bag estimate of the prediction performance improvement by evaluating predictions on those observations which were not used in the building of the next base learner.


See also[edit]

References[edit]

  1. ^ James, Gareth; Witten, Daniela; Hastie, Trevor; Tibshirani, Robert (2013). An Introduction to Statistical Learning. Springer. pp. 316–321.