Bagging classifier

As we have discussed already, decision trees suffer from high variance, which means if we split the training data into two random parts separately and fit two decision trees for each sample, the rules obtained would be very different. Whereas low variance and high bias models, such as linear or logistic regression, will produce similar results across both samples. Bagging refers to bootstrap aggregation (repeated sampling with replacement and perform aggregation of results to be precise), which is a general purpose methodology to reduce the variance of models. In this case, they are decision trees.

Aggregation reduces the variance, for example, when we have n independent observations x1, x,..., xn each with variance ...

Get Statistics for Machine Learning now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.