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Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 218 / 3 / d

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 218 3
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The loop performs Leave-one-out cross-validation: for each i it fits a forest to the other eight observations, tests it on observation i, and averages the nine zero-one losses. A random forest's out-of-bag error estimate approximates the same held-out prediction error from one fit, because each tree automatically omits roughly a proportion e−1 of the observations in its bootstrap sample.

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