R语言中的包外错误估计(Out-of-Bag Error Estimation)

100 篇文章 ¥59.90 ¥99.00
本文介绍了在R语言中如何使用随机森林的包外错误估计来评估模型性能。通过`randomForest`包构建随机森林模型,利用未被训练样本进行误差估计,从而得到模型的泛化能力。示例代码展示了从数据加载到模型构建,再到包外错误率计算的完整过程,这种方法可作为模型选择的依据。

摘要生成于 C知道 ,由 DeepSeek-R1 满血版支持, 前往体验 >

R语言中的包外错误估计(Out-of-Bag Error Estimation)

在机器学习中,包外错误估计(Out-of-Bag Error Estimation)是一种用于评估随机森林模型性能的方法。随机森林是一种基于决策树的集成学习算法,它通过构建多个决策树并进行投票来进行预测。而包外错误估计则是利用随机森林中每棵树未使用的样本来评估模型的泛化误差。

在R语言中,通过使用"randomForest"包可以很方便地进行随机森林模型的构建和包外错误估计。下面是一个简单的示例代码:

# 安装和加载randomForest包
install.packages("randomForest")
library(randomForest)

# 加载示例数据集iris
data(iris)

# 构建随机森林模型
rf_model <- randomForest(Species ~ ., data = iris, ntree = 100, keep.inbag = TRUE)

# 输出包外错误率
oob_error <- 1 - rf_model$err.rate[nrow(rf_model$err.rate), "OOB"]
print(paste("Out-of-Bag Error:", oob_error))

在上面的代码中,首先我们安装并加载了"randomForest"包,然后加载了R语言自带的示例数据集iris。接着我们使用randomForest函数构建了一个随机森林模型rf_model,其中Species是目标变量,

joblib.externals.loky.process_executor._RemoteTraceback: """ Traceback (most recent call last): File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\joblib\externals\loky\process_executor.py", line 490, in _process_worker r = call_item() ^^^^^^^^^^^ File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\joblib\externals\loky\process_executor.py", line 291, in __call__ return self.fn(*self.args, **self.kwargs) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\joblib\parallel.py", line 606, in __call__ return [func(*args, **kwargs) for func, args, kwargs in self.items] ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\joblib\parallel.py", line 606, in <listcomp> return [func(*args, **kwargs) for func, args, kwargs in self.items] ^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\sklearn\utils\parallel.py", line 139, in __call__ return self.function(*args, **kwargs) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\sklearn\model_selection\_validation.py", line 866, in _fit_and_score estimator.fit(X_train, y_train, **fit_params) File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\sklearn\base.py", line 1389, in wrapper return fit_method(estimator, *args, **kwargs) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\sklearn\ensemble\_forest.py", line 448, in fit raise ValueError("Out of bag estimation only available if bootstrap=True") ValueError: Out of bag estimation only available if bootstrap=True """ The above exception was the direct cause of the following exception: Traceback (most recent call last): File "D:\python\电力负荷预测.py", line 77, in <module> random_search.fit(X_train, y_train) File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\sklearn\base.py", line 1389, in wrapper return fit_method(estimator, *args, **kwargs) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\sklearn\model_selection\_search.py", line 1024, in fit self._run_search(evaluate_candidates) File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\sklearn\model_selection\_search.py", line 1951, in _run_search evaluate_candidates( File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\sklearn\model_selection\_search.py", line 970, in evaluate_candidates out = parallel( ^^^^^^^^^ File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\sklearn\utils\parallel.py", line 77, in __call__ return super().__call__(iterable_with_config) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\joblib\parallel.py", line 2071, in __call__ return output if self.return_generator else list(output) ^^^^^^^^^^^^ File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\joblib\parallel.py", line 1681, in _get_outputs yield from self._retrieve() File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\joblib\parallel.py", line 1783, in _retrieve self._raise_error_fast() File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\joblib\parallel.py", line 1858, in _raise_error_fast error_job.get_result(self.timeout) File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\joblib\parallel.py", line 757, in get_result return self._return_or_raise() ^^^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\DELL\AppData\Local\Programs\Python\Python311\Lib\site-packages\joblib\parallel.py", line 772, in _return_or_raise raise self._result ValueError: Out of bag estimation only available if bootstrap=True
最新发布
05-15
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值