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A routine exercise designed to test one's knowledge; often from a textbook, course, or test used for a class or self-study. This community's policy is to "provide helpful hints" for such questions rather than complete answers.

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58 views

Questions on linear regression of multiple outputs with correlated errors

This is a questions regarding the linear regression of multiple outputs with correlated errors. Let us consider multiple outputs $Y_1, \cdots, Y_k$ that we wish to predict from inputs $X_0, X_1, \cdot …
mw19930312's user avatar
2 votes
0 answers
73 views

Prove that out-of-bag error converges to leave-one-out-error for random forests

I saw the wikipedia of out-of-bag (OOB) error states that the OOB error converges to the leave-one-out error. However, I was not able to find a formal proof of it. The wikipedia refers the book of "El …
mw19930312's user avatar