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Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife
We study the variability of predictions made by bagged learners and random forests, and show how to estimate standard errors for these methods. Our work builds on variance estimates for bagging proposed by Efron (1992, 2013) that are based on the jackknife and the infinitesimal jackknife (IJ). In pr...
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| Publicat a: | J Mach Learn Res |
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| Autors principals: | , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2014
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4286302/ https://ncbi.nlm.nih.gov/pubmed/25580094 |
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