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Bagging, Boosting and Ransac - LASA

Bagging, Boosting and Ransac - LASA

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MACHINE LEARNING - 20138Proof of convergenceHypothesis: The average will converge to something meaningful• Assumptions• Y (1) ,...,Y (m) are iid• E(Y) = y (E(Y) is an unbiased estimator of y)• Expected ErrorE((Y y) 2 )=E((Y E(Y )) 2 = 2 (Y )• With AggregationZ = 1 mXY (i) E(Z) = 1 mmi=1mXE(Y (i) )= 1 mi=1mXy = yi=1E((Z y) 2 )=E((Z E(Z)) 2 = 2 (Z) = 2⇣ 1mXm! i=1= 1 Xm 2m 2 (Y (i) )= 1 1mX2 (Y (i) ) = 1 m mmi=1i=1Y (i)⌘2 (Y )infinite observations = zero error : we have our underlying estimator!

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