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ML Academy

Introduced on day 12

Bagging (bootstrap aggregation)

Fitting many models on bootstrap resamples of the training rows and averaging their predictions, which reduces variance.

In detail

Each resample draws rows with replacement, so about a third of rows are left out of any one model. Averaging high-variance, low-bias learners such as deep trees reduces variance; it does little for bias. Random forests add a random subset of features at each split to decorrelate the trees. More models lower variance and then plateau; they do not by themselves cause overfitting.