9.6 Bootstrap Confidence Intervals (L09 Model Eval 2: Confidence Intervals)

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This video talks about the Leave One Out Bootstrap (i.e., computing the model performances on out-of-bag samples) for constructing confidence intervals.

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This video is part of my Introduction of Machine Learning course.

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Can we use OOB scores to find out confidence intervals ? pseudo code of the method almost looks like a bagging method.

orioncloud