Questions tagged [bagging]

Bagging or bootstrap aggregation is a special case of model averaging. Given a standard training set bagging generates $m$ new training sets by bootstrapping, and then the results of using some training method on the $m$ generated data sets are averaged. Bagging can stabilize results from some unstable methods such as trees.

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Is there a model, apart from Random Forest, which uses bagging?

What are the popular machine learning algorithms which make use of bagging? Are there any apart from random forest?
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Why can't we sample without replacement for each tree in a random forest if the subsample size is large enough?

Usually if we have $n$ observations, for each tree with form a bootstrapped subsample of size $n$ with replacement. On googling it one common explanation I've seen is that with replacement sampling is ...
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Proof that bagging increases bias (estimation of squared mean)

We have independent and identically distributed training data $\mathcal{T} = \{z_{i}\}_{i=1}^{N}$, where $z_{i} = ( y_{i}, \mathbf{x}_{i})$, $y_{i} \in\mathbb{R}$. Further, suppose we want to estimate ...
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AdaBoost - why decision stumps instead of trees?

Since the original AdaBoost article it has been found out that boosting reduces both variance and bias in the classifier (in contrast to bagging, which only reduces variance). Original AdaBoost (and ...
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Bagging vs pasting: bias-variance tradeoff

In the Hands-On ML with Scikit-Learn book, it states that, ...bagging ends up with a slightly higher bias than pasting, but... the ensemble's variance is reduced. I am a bit confused about this ...
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Elements of Statistical Learning: Variance Reduction via Bagging for Random Forests

While Reading chapter 15 of ESL about Random Forests I had some confusion with this phrase: The idea in random forests (Algorithm 15.1) is to improve the variance reduction of bagging by reducing the ...
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Regarding bagging, boosting and the NFL theorem

According to my understanding, bagging and boosting work in the following way: Bagging: Combine several high-variance/low-bias models to produce an ensemble model with lower variance and equal bias. ...
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Why not always use ensemble learning?

It seems to me that ensemble learning WILL always give better predictive performance than with just a single learning hypothesis. So, why don't we use them all the time? My guess is because of ...
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Do tree methods like gradient boosting predict all iterations at once?

If I'm using a tree method (e.g GBM) and I have a time series hourly data, and I predict my target variable $y$ for the next 48 hours, do my predictions were made all at once, or does the second day ...
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How does bagging effect linear model assumptions?

Linear regression has model assumptions. How does bagging effect model assumptions for linear regression? Also, should you build a bagged linear model with correlated and statistically significant ...
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Performing Bagging with the Lasso

I asked this question at StackOverflow but I think it might be better suited for here because I'm hoping to understand the general idea of bagging. I'm trying to implement bagging in ...
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bias-variance tradeoff is conflict to bagging

I first give the notations of bias-variance tradeoff: sample set: $D = \{(x_1,y_1),\cdots,(x_N,y_N)\}.$ relation between $y$ and $x:$ $y = f(x) + \epsilon.$ here $f(x)$ is a deterministic function; $...
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How many neglected samples when drawn with replacement? (bagging)

I learned a while ago about an interesting place that $e$ shows up in probability: if there are $n$ items and you sample $n$ times with replacement, you would expect that the fraction of samples that ...
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Bagging of xgboost

The extreme-gradient boosting algorithm seems to be widely applied these days. I often have the feeling that boosted models tend to overfit. I know that there are parameters in the algorithm to ...
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Is there a way to know which feature is causing a split or present in root or decision node of a decision tree in Random Forest using Python? [closed]

Let's say I have 100 features f1, f2, .... ,f100 and I want to know if f3, f4, f5 caused any split or were present in a root/decision node of any decision tree in a random forest. I have close to 200 ...
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Stacking of Machine Learning models using different data splits

I have one single dataset with 2 classes. I want to make a model for binary classification, and I am experimenting a bit. My intention is to use stacking on some models by using subsets of the 1 ...
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How can we explain the fact that “Bagging reduces the variance while retaining the bias” mathematically?

I am able to understand the intution behind saying that "Bagging reduces the variance while retaining the bias". What is the mathematically principle behind this intution? I checked with few experts ...
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Why does a bagged tree / random forest tree have higher bias than a single decision tree?

If we consider a full grown decision tree (i.e. an unpruned decision tree) it has high variance and low bias. Bagging and Random Forests use these high variance models and aggregate them in order to ...
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What is the limit of the random forest (or bagging) estimator?

I am looking for a proof or intuition as to why the absolute limit of a random forest estimator is the expectancy of a single tree (see citation below), i.e: $$ \hat{f}_{rf}(x) = \lim_{B \to \infty}[\...
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If base classifier is stable then error of ensemble is caused by bias in base classifier. Why?

I'm reading the book- Intro to Data Mining by Pang-Ning Tan. Under "Bagging" it's written: If a base classifier is stable, i.e., robust to minor perturbations in the training set, then the ...
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Is n_estimators in BaggingRegressor() the number of trees or data subsets?

I'm learning about using the BaggingRegressor() from scikit learn (https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.BaggingRegressor.html) Its <...
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How does bagging reduce variance?

I read this answer. Was still unable to understand how bagging reduces variance. Is there any other way to explain it mathematically to a newbie ? Edit Can anybody explain me this excerpt from the ...
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Bagging models with different metaparameters versus cross validation?

If we have a model with a metaparameter C, the usual way to tune this parameter is via cross-validation (or building a validation set). The generalization error of the model with the optimal is ...
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Overfit in aggregated models: boosting versus simple bagging

Let's fix a bagging setup, where several models are build independently and than somehow aggregated. It is intuitive that increasing the number of weak learners ( N ) does not lead to overfit ( in the ...
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What is the purpose of using duplicated data in resampling techniques (e.g., bagging/bootstrapping)?

With bootstrapping and bagging, we resample from the dataset and end up building a model or estimating some sample statistic using the sampled data, which typically consists of at least $33\%$ ...
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Why are boosted trees difficult to interpret?

I might not fully understand the topic but: Bootstrapped/bagged trees are difficult to interpret because the decisions are made from averaging the prediction of possibly hundreds of trees (ensemble). ...
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Random Forest and Decision Tree Algorithm

A random forest is a collection of decision trees following the bagging concept. When we move from one decision tree to the next decision tree then how does the information learned by last decision ...
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Some ambiguities about used training dataset in bagged trees

I have some ambiguity about dividing training dataset in Bagging tree. In fact I have found in this article About Decision Tree Ensembles- Bagging That : the idea is to create several subsets of data ...
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Is boosting and bagging only relevant in the context of decision trees?

In the documents I've seen on boosting and bagging, it seems that they're always talked about in the context of decision trees. What are some other methods in which the two are applicable?
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Are Random Forest and Boosting parametric or non-parametric?

By reading the excellent Statistical modeling: The two cultures (Breiman 2001), we can seize all the difference between traditional statistical models (e.g., linear regression) and machine learning ...
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Are predictions generated from bootstrap resampling normally distributed?

If I resample a dataset hundreds of times with replacement (bootstrap replications), fit some Model A on each bootstrap sample, and generate predictions (time series) from each fitted model, can I ...
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How are bagging and boosting methods of feature extraction/selection?

I am learning about boosting and bagging from the Amazon Web Services Machine Learning courses. In it, they describe bagging and boosting as ways to automate feature extraction and selection. My ...
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Bagging - Size of the aggregate bags?

I'm reading up on bagging (boostrap aggregation), and several sources seem to state that the size of the bags (consist of random sampling from our training set with replacement) is typically around 63%...
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Bagging sample probability

I know that the probability that an observation does not appear in the sample is $\left(1 - \frac{\ 1}{n} \right)^n ≈ \left(\frac{1}{e}\right) $ (when n is large). My question is how to find the ...
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Time complexity of bagging and random forest

Most sources and books state that time complexity of a single decision tree for n points and d dimensions (features) is $O(d * n^2 * log(n))$, with clever caching and one time sorting it’s $O(d * n * ...
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Bagging, boosting and stacking in machine learning

What's the similarities and differences between these 3 methods: Bagging, Boosting, Stacking? Which is the best one? And why? Can you give me an example for each?
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Random forest and bagging: if both generate deep, non-pruned trees then what's the difference?

I understand that random forest only considers a subset of predictors at each node, but if you are generating deep trees then you'll eventually include all predictors in your model, the only ...
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Decision tree-based Bagging and Random Forest

I am new to Machine Learning and would like to know is it always true that decision tree-based bagging has worse predictive performance and is slower running time than random forest?
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Why do correlated decision trees increase bias?

To decrease variance in decision trees often, bagging is used to create several decision trees. This has better accuracy than one tree since the decrease in variance outweighs the increase in bias. ...
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Why is the error rate from bagging trees much higher than that from a single tree?

I'm running the classification method Bagging Tree (Bootstrap Aggregation) and compare the misclassification error rate with one from one single tree. We expect that the result from bagging tree is ...
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What is the meaning of component err.rate of class randomForest?

I asked this question on Stackoverflow, but it's likely that I will received no answer on that site. So I cross-post my question here. I'm using the function ...
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Is random forest a boosting algorithm?

Short definition of boosting: Can a set of weak learners create a single strong learner? A weak learner is defined to be a classifier which is only slightly correlated with the true ...
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Why do we use random sample with replacement while implementing random forest?

Let's say we want to build random forest. Wikipedia says that we use random sample with replacement to do bagging. I don't understand why we can't use random sample without replacement.
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Changing the training/test split between epochs in neural net models, when doing hyperparameter optimization

Consider a predictive modeling case where the number of samples is limited, but the data on the samples is rich. For context, I'm doing a multivariate time series prediction, with a few thousand (...
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Variance of average of $n$ correlated random variables

Reading about deep leaning, I came across the following formula. $$ \mbox{var} \left( \frac{1}{n} \sum_{i=1}^{n} X_i \right) = \rho \sigma^2 + \frac{1-\rho}{n} \sigma^2 $$ where $X_1, \dots, X_n$ ...
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When should the Pasting ensemble method be used instead of Bagging?

Pasting and Bagging are very similar, the main difference being that Bagging samples with replacement (which is called "bootstrapping") while Pasting samples without replacement. I am guessing that ...
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Bagging results from multiple k-fold cross-validation runs to estimate performance

Given a binary classification problem and a model construction algorithm, suppose I run, as an example, 5 fold (stratified) cross-validation 4 times. I can think of these as 5x4 = 20 training and 20 ...
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Trying to improve the generalization ability of decision tree with bagging or random forest

We are fitting a regression tree on a sample of about 5000 observations with 5 predictors. The data stems from 2 sources. There are reasons to suspect that the tree will not have exaggerated ...
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Machine Learning - Bagging

I am very new to Machine Learning I know i should use Decision Tree for bagging model because of its high variance. why cant we use any other algorithms for bagging ? if we can use any other ...
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What are advantages of random forests vs using bagging with other classifiers?

I'm studying Random Forests, but after reviewing the methods I got the following line of reasoning: I feel like the big advantage of random forests happens in the bagging process where nearly ...