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632 and 632+ bootstrap estimates #970

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topepo opened this issue Nov 24, 2024 · 1 comment
Open

632 and 632+ bootstrap estimates #970

topepo opened this issue Nov 24, 2024 · 1 comment
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feature a feature request or enhancement work in progress something that has a prototype implementation

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@topepo
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topepo commented Nov 24, 2024

These take bootstrap resampling and use more sophisticated estimates to estimate and correct for bias. I have a prototype implementation used in aml4td in the 632-estimate branch.

Notes:

  • It does an internal permutation calculation to get the no-information rate. Right now I do 50 shuffles.
  • It would require that apparent = TRUE is used when making the rset.
  • There are some API decisions to make for the points above. Do we parameterize the number of shuffles, etc.
@topepo topepo added feature a feature request or enhancement work in progress something that has a prototype implementation labels Nov 24, 2024
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topepo commented Nov 24, 2024

Also related is #917, which I also have in the book and an implementation for.

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