How to estimate the out of bag error?

bagging
random_forest

#1

I studying about the bagging methods and random forest algorithm while studying them I came across a way which is used by bagging and random forest to estimate the test error while building the model on the training data set.I want to know how this method works and is there any package in R by which we can estimate this error.


#2

Hi @ankit81195,

Referring this,

Out-of-Bag is equivalent to validation or test data. In random forests, there is no need for a separate test set to validate result. It is estimated internally, during the run, as follows: As the forest is built on training data , each tree is tested on the 1/3rd of the samples (36.8%) not used in building that tree (similar to validation data set). This is the out of bag error estimate - an internal error estimate of a random forest as it is being constructed