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Out-of-bag margins
mar = oobMargin(B)
mar = oobMargin(B,'param1',val1,'param2',val2,...)
mar = oobMargin(B) computes an Nobs-by-NTrees matrix of classification margins for out-of-bag observations in the training data, using the trained bagger B.
mar = oobMargin(B,'param1',val1,'param2',val2,...) specifies optional parameter name/value pairs:
| 'mode' | String indicating how oobMargin computes errors. If set to 'cumulative' (default), the method computes cumulative margins and mar is an Nobs-by-NTrees matrix, where the first column gives margins from trees(1), second column gives margins from trees(1:2) etc, up to trees(1:NTrees). If set to 'individual', mar is an Nobs-by-NTrees matrix, where each column gives margins from each tree in the ensemble. If set to 'ensemble', mar is a single column of length Nobs showing the cumulative margins for the entire ensemble. |
| 'trees' | Vector of indices indicating what trees to include in this calculation. By default, this argument is set to 'all' and the method uses all trees. If 'trees' is a numeric vector, the method returns an Nobs-by-NTrees matrix for 'cumulative' and 'individual' modes, where NTrees is the number of elements in the input vector, and a single column for 'ensemble' mode. For example, in the 'cumulative' mode, the first column gives margins from trees(1), the second column gives margins from trees(1:2) etc. |
| 'treeweights' | Vector of tree weights. This vector must have the same length as the 'trees' vector. oobMargin uses these weights to combine output from the specified trees by taking a weighted average instead of the simple nonweighted majority vote. You cannot use this argument in the 'individual' mode. |
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