Estimating the algorithmic variance of randomized ensembles via the bootstrap

DOI10.1214/18-AOS1707zbMath1415.62045arXiv1907.08742MaRDI QIDQ666594

Miles E. Lopes

Publication date: 6 March 2019

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.08742

zbMATH Keywords

bootstrap; randomized algorithms; random forests; bagging

Mathematics Subject Classification ID

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62G09: Nonparametric statistical resampling methods

68T05: Learning and adaptive systems in artificial intelligence

68W20: Randomized algorithms

60G25: Prediction theory (aspects of stochastic processes)

Uses Software

• AdaBoost.MH
• randomForest
• ElemStatLearn