Re: [Scikit-learn-general] Out of bag estimates for ensemble learners

2012-01-25 Thread Paolo Losi
Hi Andreas, IMHO the only reasonable thing to do is to ignore samples for which there is no oob estimation. building a forest with less than 5 trees makes no sense in the first place, so I would not worry if sklearn doesn't provide any warning for that specific problem (too "few" oob estimates).

Re: [Scikit-learn-general] Out of bag estimates for ensemble learners

2012-01-25 Thread Paolo Losi
Just for fun... the probability for a sample of being without oob estimates is: 5 trees: p = 0.0067 20 trees: p = 2e-9 I stand by my suggestion: let's ignore samples without oob estimates Paolo On Wed, Jan 25, 2012 at 2:30 PM, Paolo Losi wrote: > Hi Andreas, > > IMHO the only reasonable th

[Scikit-learn-general] Out of bag estimates for ensemble learners

2012-01-25 Thread Andreas
Hi everybody. My pull request for oob estimates got merge a couple of days ago. Now I noticed a behavior that I am not completely happy with. If the number of estimator in the ensemble is small (say 1) then the won't be a prediction for all of the samples. The way it is currently implemented, there