It is 100 years since R A Fischer introduced the concept of “variance” (in his 1918 paper The Correlation Between Relatives on the Supposition of Mendelian Inheritance).
Monthly Archives: July 2018
“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.)
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.