What are the effects of "Bagging"

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Presentation transcript:

What are the effects of "Bagging" What are the effects of "Bagging"? Some experimental and theoretical results Andreas Buja Werner Stuetzle * Professor, Statistics Professor, Statistics The Wharton School Adjunct Professor, CSE University of Pennsylvania University of Washington * Supported by NSF grant DMS-9803226. Research performed while on sabbatical at AT&T Labs – Research Research motivated by Friedman & Hall paper ``On Bagging and Nonlinear Estimation" (available on the Web) and counter-example to one of F & H's claims due to Yoram Gatt. 10/7/2002

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T(F) T(Fn) F Fn ave = Tbag (Fn) 10/7/2002 Resamples Space of probability measures F T(F) Fn T(Fn) Resamples ave = Tbag (Fn) 10/7/2002

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