> Hi, > > That helped a lot. Thank you very much. I have one more (silly?) doubt though. > > Won't an n-sized bootstrapped sample have repeated entries? Say we have an > original dataset of size 100. A bootstrap sample (say, B) of size 100 is > drawn from this set. Since 32 of the original samples are left out > (theoretically at least), some of the samples in B must be repeated?
Yeah, you'll definitely have duplications, that’s why (if you have an infinitely large n) only 0.632*n samples are unique ;). Say your dataset is [0, 1, 2, 3, 4, 5, 6, 7, 8, 9] (where the numbers represent the indices of your data points) then a bootstrap sample could be [9, 1, 1, 0, 4, 4, 5, 7, 9, 9] and your left out sample is consequently [2, 3, 6, 8] > On Oct 3, 2016, at 3:36 PM, Ibrahim Dalal via scikit-learn > <scikit-learn@python.org> wrote: > > Hi, > > That helped a lot. Thank you very much. I have one more (silly?) doubt though. > > Won't an n-sized bootstrapped sample have repeated entries? Say we have an > original dataset of size 100. A bootstrap sample (say, B) of size 100 is > drawn from this set. Since 32 of the original samples are left out > (theoretically at least), some of the samples in B must be repeated? > > On Tue, Oct 4, 2016 at 12:50 AM, Sebastian Raschka <se.rasc...@gmail.com> > wrote: > Or maybe more intuitively, you can visualize this asymptotic behavior e.g., > via > > import matplotlib.pyplot as plt > > vs = [] > for n in range(5, 201, 5): > v = 1 - (1. - 1./n)**n > vs.append(v) > > plt.plot([n for n in range(5, 201, 5)], vs, marker='o', > markersize=6, > alpha=0.5,) > > plt.xlabel('n') > plt.ylabel('1 - (1 - 1/n)^n') > plt.xlim([0, 210]) > plt.show() > > > On Oct 3, 2016, at 3:15 PM, Sebastian Raschka <se.rasc...@gmail.com> wrote: > > > > Say the probability that a given sample from a dataset of size n is *not* > > drawn as a bootstrap sample is > > > > P(not_chosen) = (1 - 1\n)^n > > > > Since you have a 1/n chance to draw a particular sample (since > > bootstrapping involves drawing with replacement), which you repeat n times > > to get a n-sized bootstrap sample. > > > > This is asymptotically "1/e approx. 0.368” (i.e., for very, very large n) > > > > Then, you can compute the probability of a sample being chosen as > > > > P(chosen) = 1 - (1 - 1/n)^n approx. 0.632 > > > > Best, > > Sebastian > > > >> On Oct 3, 2016, at 3:05 PM, Ibrahim Dalal via scikit-learn > >> <scikit-learn@python.org> wrote: > >> > >> Hi, > >> > >> Thank you for the reply. Please bear with me for a while. > >> > >> From where did this number, 0.632, come? I have no background in > >> statistics (which appears to be the case here!). Or let me rephrase my > >> query: what is this bootstrap sampling all about? Searched the web, but > >> didn't get satisfactory results. > >> > >> > >> Thanks > >> > >> On Tue, Oct 4, 2016 at 12:02 AM, Sebastian Raschka <se.rasc...@gmail.com> > >> wrote: > >>> From whatever little knowledge I gained last night about Random Forests, > >>> each tree is trained with a sub-sample of original dataset (usually with > >>> replacement)?. > >> > >> Yes, that should be correct! > >> > >>> Now, what I am not able to understand is - if entire dataset is used to > >>> train each of the trees, then how does the classifier estimates the OOB > >>> error? None of the entries of the dataset is an oob for any of the trees. > >>> (Pardon me if all this sounds BS) > >> > >> If you take an n-size bootstrap sample, where n is the number of samples > >> in your dataset, you have asymptotically 0.632 * n unique samples in your > >> bootstrap set. Or in other words 0.368 * n samples are not used for > >> growing the respective tree (to compute the OOB). As far as I understand, > >> the random forest OOB score is then computed as the average OOB of each > >> tee (correct me if I am wrong!). > >> > >> Best, > >> Sebastian > >> > >>> On Oct 3, 2016, at 2:25 PM, Ibrahim Dalal via scikit-learn > >>> <scikit-learn@python.org> wrote: > >>> > >>> Dear Developers, > >>> > >>> From whatever little knowledge I gained last night about Random Forests, > >>> each tree is trained with a sub-sample of original dataset (usually with > >>> replacement)?. > >>> > >>> (Note: Please do correct me if I am not making any sense.) > >>> > >>> RandomForestClassifier has an option of 'bootstrap'. The API states the > >>> following > >>> > >>> The sub-sample size is always the same as the original input sample size > >>> but the samples are drawn with replacement if bootstrap=True (default). > >>> > >>> Now, what I am not able to understand is - if entire dataset is used to > >>> train each of the trees, then how does the classifier estimates the OOB > >>> error? None of the entries of the dataset is an oob for any of the trees. > >>> (Pardon me if all this sounds BS) > >>> > >>> Help this mere mortal. > >>> > >>> Thanks > >>> _______________________________________________ > >>> scikit-learn mailing list > >>> scikit-learn@python.org > >>> https://mail.python.org/mailman/listinfo/scikit-learn > >> > >> _______________________________________________ > >> scikit-learn mailing list > >> scikit-learn@python.org > >> https://mail.python.org/mailman/listinfo/scikit-learn > >> > >> _______________________________________________ > >> scikit-learn mailing list > >> scikit-learn@python.org > >> https://mail.python.org/mailman/listinfo/scikit-learn > > > > _______________________________________________ > > scikit-learn mailing list > > scikit-learn@python.org > > https://mail.python.org/mailman/listinfo/scikit-learn > > _______________________________________________ > scikit-learn mailing list > scikit-learn@python.org > https://mail.python.org/mailman/listinfo/scikit-learn > > _______________________________________________ > scikit-learn mailing list > scikit-learn@python.org > https://mail.python.org/mailman/listinfo/scikit-learn _______________________________________________ scikit-learn mailing list scikit-learn@python.org https://mail.python.org/mailman/listinfo/scikit-learn