Bootstrap Aggregating Article Index for
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Bootstrap Aggregating




Given a standard Training Set ''D'' of size ''N'', we generate ''L'' new training sets D_i also of size ''N'' by sampling examples uniformly from ''D'', and with replacement. By sampling with replacement it is likely that some examples will be repeated in
each D_i. On average the set D_i will have 63.2% of the examples of ''D'', the rest being duplicates. This kind of sample is known as a bootstrap sample. The ''L'' models are fitted using the above ''L'' bootstrap samples and combined by averaging the output (in case of regression) or voting (in case of classification).


REFERENCES

Leo Breiman. Bagging predictors. Machine Learning, 24(2):123­140, 1996.


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