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fstat
2012 Apr 13
1
caret package: custom summary function in trainControl doesn't work with oob?
Hi all,
I've been using a custom summary function to optimise regression model
methods using the caret package. This has worked smoothly. I've been using
the default bootstrapping resampling method. For bagging models
(specifically randomForest in this case) caret can, in theory, uses the
out-of-bag (oob) error estimate from the model instead of resampling, which
(in theory) is largely