pomodoro (version 3.8.0)

BAG_Model: Bagging Model

Description

Bagging Model

Usage

BAG_Model(Data, xvar, yvar)

Arguments

Data

The name of the Dataset.

xvar

X variables.

yvar

Y variable.

Value

The output from BAG_Model.

Details

Decision trees suffer from high variance (If we split the training data-set randomly into two parts and set a decision tree to both parts, the results might be quite different). Bagging is an ensemble procedure which reduces the variance and increases the prediction accuracy of a statistical learning method by considering many training sets (\(\hat{f}^{1}(x),\hat{f}^{2}(x),\ldots,\hat{f}^{B}(x)\)) from the population. Since we can not have multiple training-sets, from a single training data-set, we can generate \(B\) different bootstrapped training data-sets (\(\hat{f}^{*1}(x), \hat{f}^{*2}(x), \ldots,\hat{f}^{*B}(x)\)) by each \(B\) trees and take a majority vote. Therefore, bagging for classification problem defined as $$\hat{f}(x)=arg\max_{k}\hat{f}^{*b}(x)$$

Examples

# NOT RUN {
yvar <- c("Loan.Type")
sample_data <- sample_data[c(1:750),]
xvar <- c("sex", "married", "age", "havejob", "educ", "political.afl",
"rural", "region", "fin.intermdiaries", "fin.knowldge", "income")
BchMk.BAG <- BAG_Model(sample_data, c(xvar, "networth"), yvar )
BchMk.BAG$Roc$auc
# }