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How to handle S@98 estimation when building an honest forest #225

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adam2392 opened this issue Feb 20, 2024 · 2 comments
Open

How to handle S@98 estimation when building an honest forest #225

adam2392 opened this issue Feb 20, 2024 · 2 comments

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@adam2392
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  1. Rejection bootstrap sampling: if a bootstrap sample does not have enough control samples (e.g. 50 for S@98) to estimate S@98 properly, then reject this bootstrap sampled indices and repeat
  2. Upweight the sample weights based on class: this is the strategy sklearn currently has
  3. Stratify bootstrap sample:
@adam2392
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My inclination is just do 1

@jovo
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jovo commented Oct 7, 2024

Our estimate is broken, as evidenced by the linear simulation and more trees makes the accuracy worse. So, let's fix that. Is that a new issue, or this issue?

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