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Bagging算法

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Bagging算法 (英語:Bootstrap aggregating,引導聚集算法),又稱裝袋算法,是機器學習領域的一種集成學習算法。最初由Leo Breiman於1994年提出。Bagging算法可與其他分類回歸算法結合,提高其準確率、穩定性的同時,透過降低結果的變異數,避免過擬合的發生。

算法步骤

给定一个大小为训练集,Bagging算法从中均匀、有放回地(即使用自助抽样法)选出个大小为子集,作为新的训练集。在这个训练集上使用分类、回归等算法,则可得到个模型,再透過取平均值、取多数票等方法,即可得到Bagging的结果。

参考文献

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Bagging算法
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