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Lecture 13
David Sontag
New York University
4
Bagging: Bootstrap Aggregation
• Leo Breiman (1994)
• Take repeated bootstrap samples from training set
D
• Bootstrap sampling: Given set D containing N
training examples, create D’ by drawing N
examples at random with replacement from D.
• Bagging:
– Create k bootstrap samples D1 … Dk.
– Train distinct classifier on each Di.
– Classify new instance by majority vote / average.
General Idea
Bagging
• Sampling with replacement
Training Data
Data ID
10
shades of blue/red indicate strength of vote for particular classification
Example of Bagging
+1 0.4 to 0.7: -1 +1
0.8 x
0.3
16
Reduce Bias2 and Decrease
Variance?
• Bagging reduces variance by averaging
• Bagging has little effect on bias
• Can we average and reduce bias?
• Yes:
• Boosting