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What are the effects of "Bagging"? Some experimental and theoretical results

What are the effects of "Bagging"? Some experimental and theoretical results Andreas Buja Werner Stuetzle * Professor, Statistics Professor, Statistics The Wharton School Adjunct Professor, CSE University of Pennsylvania University of Washington

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What are the effects of "Bagging"? Some experimental and theoretical results

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  1. What are the effects of "Bagging"? Some experimental and theoretical results Andreas BujaWerner Stuetzle * Professor, Statistics Professor, Statistics The Wharton School Adjunct Professor, CSE University of Pennsylvania University of Washington * Supported by NSF grant DMS-9803226. Research performed while on sabbatical at AT&T Labs – Research Research motivated by Friedman & Hall paper ``On Bagging and Nonlinear Estimation" (available on the Web) and counter-example to one of F & H's claims due to Yoram Gatt.

  2. Space of probability measures T(F) T(Fn) F Fn ave = Tbag(Fn) Resamples

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