Bagging (bootstrap aggregating) is a smoothing method to improve predictive ability under the presence of parameter estimation uncertainty and model uncertainty. In Lee and Yang (2006), we examined how (equal-weighted and BMA-weighted) bagging works for onestep ahead binary prediction with an asymmetric cost function for time series, where we considered simple cases with particular choices of a...

Bagging is a simple, yet effective design which combines multiple base learners to form an ensemble for prediction. Despite its popular usage in many real-world applications, existing research is mainly concerned with studying unstable learners as the key to ensure the performance gain of a bagging predictor, with many key factors remaining unclear. For example, it is not clear when a bagging p...

We compare the performance of averaged regularized estimators. We show that the improvement in performance which can be achieved by averaging depends critically on the degree of regularization which is used in training the individual estimators. We compare four different averaging approaches: simple averaging, bagging, variance-based weighting and variance-based bagging. In any of the averaging...

Bagging and boosting are among the most popular resampling ensemble methods that generate and combine a diversity of regression models using the same learning algorithm as base-learner. Boosting algorithms are considered stronger than bagging on noisefree data. However, there are strong empirical indications that bagging is much more robust than boosting in noisy settings. For this reason, in t...

Boosting is used to determine the order in which classifiers are aggregated in a bagging ensemble. Early stopping in the aggregation of the classifiers in the ordered bagging ensemble allows the identification of subensembles that require less memory for storage, have a faster classification speed and can perform better than the original bagging ensemble. Furthermore, ensemble pruning does not ...

Bootstrap aggregating or Bagging, introduced by Breiman (1996a), has been proved to be effective to improve on unstable forecast. Theoretical and empirical works using classification, regression trees, variable selection in linear and non-linear regression have shown that bagging can generate substantial prediction gain. However, most of the existing literature on bagging have been limited to t...

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 estimat...

Imbalanced class problems appear in many real applications of classification learning. We propose a novel sampling method to improve bagging for data sets with skewed class distributions. In our new sampling method “Roughly Balanced Bagging” (RB Bagging), the number of samples in the largest and smallest classes are different, but they are effectively balanced when averaged over all subsets, wh...