Open CorySimon opened 9 years ago
I will try to implement this. I just can't figure out how to perform TWO reductions inside a parallel for loop so that we can compute the out of bag error... http://stackoverflow.com/questions/28803782/julia-parallel-for-loop-with-two-reductions
This sounds like a great idea, and let's thank Iain for sorting out the reduction scheme. Unfortunately I don't have much free time right now, but feel free to implement the OOB error metric yourself, without breaking the API. Thanks
It would be awesome if we could compute the out of bag error in the process of training the random forest. We can naturally do a sort of cross validation in random forests by testing on the data that we leave out in the process of training each tree through bagging.