Ontology highlight
ABSTRACT:
SUBMITTER: Ruben BS
PROVIDER: S-EPMC10350086 | biostudies-literature | 2024 Jan
REPOSITORIES: biostudies-literature
Ruben Benjamin S BS Pehlevan Cengiz C
ArXiv 20240109
Feature bagging is a well-established ensembling method which aims to reduce prediction variance by combining predictions of many estimators trained on subsets or projections of features. Here, we develop a theory of feature-bagging in noisy least-squares ridge ensembles and simplify the resulting learning curves in the special case of equicorrelated data. Using analytical learning curves, we demonstrate that subsampling shifts the double-descent peak of a linear predictor. This leads us to intr ...[more]