Trimmed bagging a

Bagging has been found to be successful in increasing the predictive performance of unstable classifiers. Bagging draws bootstrap samples from the training sample, applies the classifier to each bootstrap sample, and then averages over all obtained classification rules. The idea of trimmed bagging is to exclude the bootstrapped classification rules that yield the highest error rates, as estimated by the out-of-bag error rate, and to aggregate over the remaining ones. In this note we explore the potential benefits of trimmed bagging. On the basis of numerical experiments, we conclude that trimmed bagging performs comparably to standard bagging when applied to unstable classifiers as decision trees, but yields better results when applied to more stable base classifiers, like support vector machines. ∗Corresponding author. Faculty of Economics and Management University Center of Statistics, Naamsestraat 69, B-3000 Leuven, Belgium. Email: [email protected]