BootstrapAggregation (JMSL Numerical Library (jmsl) 2021.0.0 API)

java.lang.Object
- com.imsl.datamining.BootstrapAggregation

All Implemented Interfaces:

Serializable, Cloneable
```
public class BootstrapAggregation
extends Object
implements Serializable, Cloneable
```
Performs bootstrap aggregation to generate predictions using predictive models.
Bootstrap aggregation, also known as bagging, generates predictions using predictive models. In the procedure, M bootstrap samples of size N are drawn with replacement from an original training set of size N. Sampling with replacement means that when an example is randomly selected, it is replaced back into the training set before the next draw. Thus a bootstrap sample can have repeated examples or observations. Using each bootstrap sample as a separate training data set, the procedure fits a predictive model and then generates predictions. For a regression problem (continuous response variable), the M predictions are combined into a single predicted value by averaging. For classification (categorical response variable), majority vote is used.

Originally proposed for decision trees, bagging leads to "improvements for unstable procedures," such as neural networks, classification and regression trees, and subset selection in linear regression. On the other hand, it can mildly degrade the performance of stable methods such as K-nearest neighbors (Breiman, 1996).

See Also:

Example, Serialized Form

Constructor Summary

Constructors
Constructor and Description
`BootstrapAggregation(PredictiveModel pm)` Constructs a `BootstrapAggregation` class in order to generate predictions of a `PredictiveModel` using bootstrap aggregation.

Method Summary

All Methods Instance Methods Concrete Methods Deprecated Methods
Modifier and Type	Method and Description
`void`	`aggregate()` Performs the bootstrap aggregation.
`double`	`getMeanSquaredPredictionError()` Deprecated. Renamed to `BootstrapAggregation.getPredictionError()`.
`int`	`getNumberOfSamples()` Returns the number of bootstrap samples.
`int`	`getNumberOfThreads()` Returns the maximum number of `java.lang.Thread` instances that may be used for parallel processing.
`double`	`getOutOfBagPredictionError()` Returns the out-of-bag mean squared prediction error for regression problems, or the out-of-bag classification percentage error for classification problems.
`double[]`	`getOutOfBagPredictions()` Returns the out-of-bag predicted values.
`double`	`getPredictionError()` Returns the mean squared prediction error for regression problems, or the classification percentage error for classification problems.
`double[]`	`getPredictions()` Returns the predicted values.
`int`	`getPrintLevel()` Returns the current print level.
`double[]`	`getVariableImportance()` Returns the variable importance measure based on the out-of-bag prediction error.
`boolean`	`isCalculateVariableImportance()` Returns the boolean indicating whether or not to calculate variable importance during bootstrap aggregation.
`void`	`setCalculateVariableImportance(boolean calculate)` Sets the boolean to calculate variable importance.
`void`	`setNumberOfSamples(int nSamples)` Sets the number of bootstrap samples.
`void`	`setNumberOfThreads(int numberOfThreads)` Sets the maximum number of `java.lang.Thread` instances that may be used for parallel processing.
`void`	`setPrintLevel(int printLevel)` Sets the print level for the predictive model.
`void`	`setRandomObject(Random r)` Sets a random object for the bootstrap random sampling scheme.
`void`	`setTestData(double[][] testData)` Sets the test data to be predicted.
`void`	`setTestData(double[][] testData, double[] testDataWeights)` Sets the test data to be predicted along with weights for each row in the test data.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - BootstrapAggregation
```
public BootstrapAggregation(PredictiveModel pm)
```
    Constructs a BootstrapAggregation class in order to generate predictions of a PredictiveModel using bootstrap aggregation.
    
    Parameters:
    
    pm - a PredictiveModel for which the predictions are to be generated
- Method Detail
  - aggregate
```
public void aggregate()
               throws PredictiveModel.PredictiveModelException,
                      NoSuchMethodException,
                      InstantiationException,
                      IllegalAccessException,
                      InvocationTargetException
```
    Performs the bootstrap aggregation.
    
    Throws:
    
    NoSuchMethodException - is thrown when the PredictiveModel subclass is missing a constructor with the expected signature (see PredictiveModel (double[][], int, com.imsl.datamining.PredictiveModel. VariableType[])).
    
    InstantiationException - is thrown when an application tries to create an instance of a class using the newInstance method in class Class, but the specified class object cannot be instantiated.
    
    IllegalAccessException - is thrown when an application tries to reflectively create an instance (other than an array), set or get a field, or invoke a method, but the currently executing method does not have access to the definition of the specified class, field, method or constructor.
    
    InvocationTargetException - is thrown when a wrapped exception is thrown by an invoked method or constructor.
    
    PredictiveModel.PredictiveModelException - is thrown when an exception has occurred in the com.imsl.datamining.PredictiveModel. Superclass exceptions should be considered such as com.imsl.datamining.PredictiveModel.StateChangeException and com.imsl.datamining.PredictiveModel.SumOfProbabilitiesNotOneException.
  - getOutOfBagPredictionError
```
public double getOutOfBagPredictionError()
```
    Returns the out-of-bag mean squared prediction error for regression problems, or the out-of-bag classification percentage error for classification problems.
    
    Returns:
    
    a double, the out-of-bag prediction error
    Note: An out-of-bag prediction for a particular example (observation or row) is generated from only those bootstrap training sets which exclude the example. The out-of-bag predictions are done on the training data.
  - getMeanSquaredPredictionError
```
public double getMeanSquaredPredictionError()
```
    Deprecated. Renamed to BootstrapAggregation.getPredictionError().
    
    Returns the mean squared prediction error for regression problems, or the classification percentage error for classification problems.
    
    Returns:
    
    a double, the prediction error
    Note: The error is the in-sample fitted error unless the user specifies the test data using setTestData().
  - getPredictionError
```
public double getPredictionError()
```
    Returns the mean squared prediction error for regression problems, or the classification percentage error for classification problems.
    
    Returns:
    
    a double, the prediction error
    Note: The error is the in-sample fitted error unless the user specifies the test data using setTestData().
  - getVariableImportance
```
public double[] getVariableImportance()
```
    Returns the variable importance measure based on the out-of-bag prediction error.
    Variable importance for a predictor is obtained by randomly permuting the out-of-bag values of the predictor and calculating the difference in predictive accuracy, before and after the permutation. The measure is averaged over all the bootstrap samples.
    
    Returns:
    
    a double array containing variable importance for each predictor
  - getNumberOfThreads
```
public int getNumberOfThreads()
```
    Returns the maximum number of java.lang.Thread instances that may be used for parallel processing.
    
    Returns:
    
    an int containing the maximum number of java.lang.Thread instances that may be used for parallel processing
    The actual number of threads used in parallel processing will be the lesser of numberOfThreads and nSamples, the number of bootstrap samples set for bootstrap aggregation. This assessment is made to optimize use of resources.
  - setNumberOfThreads
```
public void setNumberOfThreads(int numberOfThreads)
```
    Sets the maximum number of java.lang.Thread instances that may be used for parallel processing.
    
    Parameters:
    
    numberOfThreads - an int specifying the maximum number of java.lang.Thread instances that may be used for parallel processing
    The actual number of threads used in parallel processing will be the lesser of numberOfThreads and nSamples, the number of bootstrap samples set for bootstrap aggregation. This assessment is made to optimize use of resources.
    
    Default: numberOfThreads = 1.
  - getPrintLevel
```
public int getPrintLevel()
```
    Returns the current print level.
    
    Returns:
    
    an int, the current print level
    
    printLevel Action
    
    0 No printing.
    
    1 Prints final results only.
    
    2 Prints intermediate and final results.
  - setPrintLevel
```
public void setPrintLevel(int printLevel)
```
    Sets the print level for the predictive model.
    
    Parameters:
    
    printLevel - An int specifying the level of printing to perform
    
    printLevel Action
    
    0 No printing.
    
    1 Prints final results only.
    
    2 Prints intermediate and final results.
    
    Default: printLevel = 0.
  - getPredictions
```
public double[] getPredictions()
```
    Returns the predicted values.
    
    Returns:
    
    a double array of predicted values of the response variable for the examples in the test data
    To generate the predicted values, use the method aggregate. If testData is not specified, in-sample predictions are produced.
  - getOutOfBagPredictions
```
public double[] getOutOfBagPredictions()
```
    Returns the out-of-bag predicted values.
    
    Returns:
    
    a double array containing the out-of-bag predicted values of the response variable for the examples in the training data
  - getNumberOfSamples
```
public int getNumberOfSamples()
```
    Returns the number of bootstrap samples.
    
    Returns:
    
    an int, the number of bootstrap samples
  - setNumberOfSamples
```
public void setNumberOfSamples(int nSamples)
```
    Sets the number of bootstrap samples.
    
    Parameters:
    
    nSamples - an int specifying the number of bootstrap samples
    Default: nSamples = 50.
  - setRandomObject
```
public void setRandomObject(Random r)
```
    Sets a random object for the bootstrap random sampling scheme.
    
    Parameters:
    
    r - a Random object
    Default: r is created inside the code and the seed is set by the computer clock.
    
    To obtain repeatable results, set the seed of the input r before calling this method. See Random for other options.
  - setTestData
```
public void setTestData(double[][] testData,
                        double[] testDataWeights)
```
    Sets the test data to be predicted along with weights for each row in the test data.
    
    Parameters:
    
    testData - a double matrix containing test data for which predictions are to be made using bagging
    testData must have the same number of columns in the same arrangement as xy. Missing response variable values should be indicated with Double.NaN().
    
    testDataWeights - a double array containing observation weights for the test data
    Default: If testData is not specified, in-sample predictions are produced (i.e., the original training set serves as the test data).
  - setTestData
```
public void setTestData(double[][] testData)
```
    Sets the test data to be predicted.
    
    Parameters:
    
    testData - a double matrix containing test data for which predictions are to be made using bagging
    testData must have the same number of columns in the same arrangement as xy. Missing response variable values should be indicated with Double.NaN().
    
    Default: If testData is not specified, in-sample predictions are produced (i.e., the original training set serves as the test data).
  - setCalculateVariableImportance
```
public void setCalculateVariableImportance(boolean calculate)
```
    Sets the boolean to calculate variable importance.
    When true, a permutation type variable importance measure is calculated during bootstrap aggregation.
    
    Parameters:
    
    calculate - a boolean indicating whether or not to calculate variable importance
    Default: calculate = false
  - isCalculateVariableImportance
```
public boolean isCalculateVariableImportance()
```
    Returns the boolean indicating whether or not to calculate variable importance during bootstrap aggregation.
    
    Returns:
    
    a boolean, the flag indicating whether or not to calculate variable importance

printLevel	Action
0	No printing.
1	Prints final results only.
2	Prints intermediate and final results.

Class BootstrapAggregation

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

BootstrapAggregation

Method Detail

aggregate

getOutOfBagPredictionError

getMeanSquaredPredictionError

getPredictionError

getVariableImportance

getNumberOfThreads

setNumberOfThreads

getPrintLevel

setPrintLevel

getPredictions

getOutOfBagPredictions

getNumberOfSamples

setNumberOfSamples

setRandomObject

setTestData

setTestData

setCalculateVariableImportance

isCalculateVariableImportance