Robert Tibshirani,
Bias, variance and prediction error for classification
rules.
University of Toronto, November 1996.
Robert Tibshirani,
Bias, variance and prediction error for classification
rules.
University of Toronto, November 1996.
We study the notions of bias and variance for classification rules. Following Efron (1978) we develop a decomposition of prediction error into its natural components. Then we derive bootstrap estimates of these components and illustrate how they can be used to describe the error behaviour of a classifier in practice. In the process we also obtain a bootstrap estimate of the error of a ``bagged'' classifier.