Hi Max,
Thanks for your help. In the case of randomForest, the keyword
keep.inbag=TRUE in the train function provokes the return the information
about which data rows were in-bag in each tree. That should provide the
required info to re-compute the OOB error for any given alternative error
definit
Hi all,
I've been using a custom summary function to optimise regression model
methods using the caret package. This has worked smoothly. I've been using
the default bootstrapping resampling method. For bagging models
(specifically randomForest in this case) caret can, in theory, uses the
out-of-b
r on the original data since each tree was built using bootstrap
> samples (about 70% of the original data), and the error rate of OOB is
> likely higher than the prediction error of the original data as you
> observed.
>
> Weidong
>
> On Sat, Nov 26, 2011 at 3:02 PM, Matthew Fra
I've been using the R package randomForest but there is an aspect I
cannot work out the meaning of. After calling the randomForest
function, the returned object contains an element called prediction,
which is the prediction obtained using all the trees (at least that's
my understanding). I've check
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