Difference between individual and cumulative oobMargin of TreeBagger

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K
K 2011-6-16
Why aren't the following two plots the same?
b = TreeBagger(500,X,Y,'oobpred','on');
mc = oobMargin(b,'mode','cumulative');
mi = oobMargin(b,'mode','individual');
figure; plot(mc.')
figure; plot(bsxfun(@rdivide,cumsum(mi.'),(1:500).'))

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采纳的回答

Ilya
Ilya 2011-6-17
When you ask for an OOB margin from one tree, you get zero if this observation was in bag for this tree. The margin is undefined in this case, and TreeBagger returns 0 by default. The cumulative calculation averages over trees for which this observation was out of bag only. Check this out:
>> load fisheriris
>> b = TreeBagger(10,meas,species,'oobpred','on');
>> mi = oobMargin(b,'mode','individual');
>> mi(1,:)
ans = 1 0 0 0 1 0 1 1 0 0
>> b.OOBIndices(1,:)
ans = 1 0 0 0 1 0 1 1 0 0
>> mc = oobMargin(b,'mode','cumulative');
>> mc(1,:)
ans = 1 1 1 1 1 1 1 1 1 1

更多回答（1 个）

K
K 2011-6-21
Code using the individual mode that produces the same plot as the cumulative mode is the following.
load ionosphere
b = TreeBagger(500,X,Y,'oobpred','on');
mc = oobMargin(b,'mode','cumulative');
mi = oobMargin(b,'mode','individual');
figure; plot(mc.')
% figure; plot(bsxfun(@rdivide,cumsum(mi.'),(1:500).'))
cumavg = zeros(size(mc));
cumavg(:,1) = mi(:,1);
for ii = 1:size(mc,1)
for jj = 2:size(mc,2)
if sum(b.OOBIndices(ii,1:jj)) == 0
cumavg(ii,jj) = mi(ii,1);
else
micurrent = mi(ii,1:jj);
cumavg(ii,jj) = mean(micurrent(b.OOBIndices(ii,1:jj)));
end
end
end
figure; plot(cumavg.')

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