I was learning about the Out of Bag error in random forests and I did not understand a point about the error calculation. Assume we have N bootstraps and there are a number of Out-Of-Bag samples for each one of these bootstraps.We can have a sample, say for instance sample x, appear in Out-Of-Bag part of multiple bootstraps. In such a case, do we consider these multiple x's as a single test sample or we will consider each one of them separately and say we have , for instance 5, test samples ( all being x), ? Thanks in advance.
1 Answer
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I asked the question to the professor of the course I am taking. It turns out that when you have the Out-Of-Bag sample in multiple bootstraps, you only consider that sample once. For instance, the sample x occurred in Out-Of-Bag part of multiple bootstraps. When calculating the test set size , you consider these multiple x's as a unique (1) test sample.