AnsweredAssumed Answered

Random Forest:  Out of bag error

Question asked by dpete on Jan 19, 2017

I am running Random Forest Classifier using ArcGIS 10.4.  How do you assess the error of the tree ensemble, which is typically done using out of bag (OOB) estimate?  I opened the .ecd file and I see "CrossValidateRate" and a value.  What is this rate referring to and is it the equivalent of OOB estimate?  Are bootstrap samples used to derive "CrossValidateRate"?


According to Breiman:  

"In random forests, there is no need for cross-validation or a separate test set to get an unbiased estimate of the test set error. It is estimated internally, during the run, as follows:

Each tree is constructed using a different bootstrap sample from the original data. About one-third of the cases are left out of the bootstrap sample and not used in the construction of the kth tree".