You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
I am wondering if it is possible to incorporate hierarchical sampling of the
data into the random forest.
Essentially, I have multiple observations acquired from the same subject,which
means that the out of bag estimates are not necessarily independent. I'm having
trouble re-calibrating the model using out of bag predictions because of this.
I looked at the stratified sampling, but it does not look to be the same as
what I'm asking for.
Original issue reported on code.google.com by alistair...@gmail.com on 27 Feb 2013 at 1:35
The text was updated successfully, but these errors were encountered:
i am guessing that would be possible, but some c-code array would need to be
changed.
i think the best approach would be to say sample and create inbag/outbag
indices for the trees outside in the matlab and then make the tree sample
according to that inbag/outbag indices. that way you can tear up the sampling
away from the c-code.
i am guessing you want the inbag/outbag created as follows: assuming that each
subject is a sample and then bootstrap sample from the subject array and then
sample from each subject some samples to create some sort of hierarchical
sampling.
anyways, i think it can be doable. i am not sure if you will be upto coding
some C-code because i am a bit held up till the end of april so i may not be
able to code it up before then
https://code.google.com/p/randomforest-matlab/source/browse/trunk/RF_Reg_C/src/r
eg_RF.cpp#386
https://code.google.com/p/randomforest-matlab/source/browse/trunk/RF_Class_C/src
/classRF.cpp#404
i guess you can put options there use a predefined oob/inbag indices or use the
existing path if that array is not present.
Original comment by abhirana on 28 Feb 2013 at 5:52
Yeah, what you said is exactly what I would want to do. Do you know if the
stratified sampling accepts 0? If so you could make multiple calls to the C
function and do a sort of hacky version of the sampling like you suggest. Other
than that I am not sure of a way to modify the sampling from MATLAB, if I've
missed something let me know cause that is definitely an option.
I am trying to avoid coding C, you may have noticed, I promise it's for good
reasons ;)
Original comment by alistair...@gmail.com on 28 Feb 2013 at 11:12
Original issue reported on code.google.com by
alistair...@gmail.com
on 27 Feb 2013 at 1:35The text was updated successfully, but these errors were encountered: