“out-of-bag,” as in “out-of-bag error”

"Bag" refers to "bootstrap aggregating," repeatedly drawing of bootstrap samples from a dataset and aggregating the results of statistical models applied to the bootstrap samples. (A bootstrap sample is a resample drawn with replacement.)

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BOOTSTRAP

I used the term in my message about bagging and several people asked for a review of the bootstrap. Put simply, to bootstrap a dataset is to draw a resample from the data, randomly and with replacement.

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Same thing, different terms..

The field of data science is rife with terminology anomalies, arising from the fact that the field comes from multiple disciplines.

 

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