Predict out-of-bag response of ensemble
Yfit = oobPredict(ens)
Yfit = oobPredict(ens,Name,Value)
A regression bagged ensemble, constructed with
Specify optional pairs of arguments as
the argument name and
Value is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Before R2021a, use commas to separate each name and value, and enclose
Name in quotes.
Indices of weak learners in the ensemble ranging from
Indication to perform inference in parallel, specified as
A vector of predicted responses for out-of-bag data.
You can find the indices of out-of-bag observations for weak
Find Out-of-Bag Response of Regression Ensemble
Compute the out-of-bag predictions for the
carsmall data set. Display the first three terms of the fit.
carsmall data set and select displacement, horsepower, and vehicle weight as predictors.
load carsmall X = [Displacement Horsepower Weight];
Train an ensemble of bagged regression trees.
ens = fitrensemble(X,MPG,'Method','Bag');
Find the out-of-bag predictions, and display the first three terms of the fit.
Yfit = oobPredict(ens); Yfit(1:3) % First three terms
ans = 3×1 15.5200 14.5558 15.0231
Out of Bag
Bagging, which stands for “bootstrap aggregation”, is a
type of ensemble learning. To bag a weak learner such as a decision tree on a dataset,
fitrensemble generates many bootstrap
replicas of the dataset and grows decision trees on these replicas.
fitrensemble obtains each bootstrap replica by randomly selecting
N observations out of
N with replacement, where
N is the dataset size. To find the predicted response of a trained
predict takes an average over predictions from
N out of
with replacement omits on average 37% (1/e) of
observations for each decision tree. These are "out-of-bag" observations.
For each observation,
oobLoss estimates the out-of-bag
prediction by averaging over predictions from all trees in the ensemble
for which this observation is out of bag. It then compares the computed
prediction against the true response for this observation. It calculates
the out-of-bag error by comparing the out-of-bag predicted responses
against the true responses for all observations used for training.
This out-of-bag average is an unbiased estimator of the true ensemble
Automatic Parallel Support
Accelerate code by automatically running computation in parallel using Parallel Computing Toolbox™.
To run in parallel, set the
UseParallel name-value argument to
true in the call to this function.
For more general information about parallel computing, see Run MATLAB Functions with Automatic Parallel Support (Parallel Computing Toolbox).