Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife.
Wager S, Hastie T, Efron B.
Wager S, et al. Among authors: efron b.
J Mach Learn Res. 2014 Jan;15(1):1625-1651.
J Mach Learn Res. 2014.
PMID: 25580094
Free PMC article.
Our work builds on variance estimates for bagging proposed by Efron (1992, 2013) that are based on the jackknife and the infinitesimal jackknife (IJ). In practice, bagged predictors are computed using a finite number B of bootstrap replicates, and working with a lar …
Our work builds on variance estimates for bagging proposed by Efron (1992, 2013) that are based on the jackknife and the infinitesima …