suiji/Arborist

Feature request: Include OOB error as an attribute of the 'validation' object

Closed this issue · 6 comments

Is it possible to get the out of bag error of the model? I can't seem to find this in the object or any function that gets it.

(if not - then I think this is an important feature to include)

suiji commented

Right now it would have to be computed from the residuals. We can easily include it as an attribute of the 'validation' object, in future.

That would be very helpful, thanks.

suiji commented

Just now getting to this - there were squeakier wheels to oil.

For classification, we will report OOB error as the mean misprediction rate.

For regression, we already report MSE and R-squared. Would you like to see a mean error rate, as well?

I think the MSE is probably fine, although it never hearts to add another error measure.

suiji commented

Not a problem. Should be available soon.

suiji commented

Validation now includes oob error, as discussed. Regression now reports mean absolute error.

Please feel free to re-open this item if other issues arise.