Erreur Out Of Bag

Définition

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Out-of-bag error

Out-of-bag (OOB) error, also called out-of-bag estimate, is a method of measuring the prediction error of random forests, boosted decision trees, and other machine learning models utilizing bootstrap aggregating (bagging). Bagging uses subsampling with replacement to create training samples for the model to learn from. OOB error is the mean prediction error on each training sample xᵢ, using only the trees that did not have xᵢ in their bootstrap sample.[1]

Bootstrap aggregating allows one to define an out-of-bag estimate of the prediction performance improvement by evaluating predictions on those observations which were not used in the building of the next base learner.

Source : Source : Wikipedia

Source : Wikipedia Machine learning algorithms