# On the Rate of Convergence of the Bagged Nearest Neighbor Estimate

* Auteur correspondant
2 ASPI - Applications of interacting particle systems to statistics
UR1 - Université de Rennes 1, Inria Rennes – Bretagne Atlantique , CNRS - Centre National de la Recherche Scientifique : UMR6074
Abstract : Bagging is a simple way to combine estimates in order to improve their performance. This method, suggested by Breiman in 1996, proceeds by resampling from the original data set, constructing a predictor from each bootstrap sample, and decide by combining. By bagging an $n$-sample, the crude nearest neighbor regression estimate is turned out into a consistent weighted nearest neighbor regression estimate, which is amenable to statistical analysis. Letting the resampling size $k_n$ grows with $n$ in such a manner that $k_n\to \infty$ and $k_n/n\to 0$, it is shown that this estimate achieves optimal rates of convergence, independently from the fact that resampling is done with or without replacement.
Keywords :
Type de document :
Rapport
[Research Report] RR-6860, INRIA. 2009, pp.28
Domaine :

Littérature citée [15 références]

https://hal.inria.fr/inria-00363875
Soumis le : jeudi 26 février 2009 - 14:40:56
Dernière modification le : jeudi 11 janvier 2018 - 06:20:08
Document(s) archivé(s) le : mercredi 22 septembre 2010 - 12:21:00

### Fichier

RR-6860.pdf
Fichiers produits par l'(les) auteur(s)

### Identifiants

• HAL Id : inria-00363875, version 2

### Citation

Gérard Biau, Frédéric Cérou, Arnaud Guyader. On the Rate of Convergence of the Bagged Nearest Neighbor Estimate. [Research Report] RR-6860, INRIA. 2009, pp.28. 〈inria-00363875v2〉

### Métriques

Consultations de la notice

## 706

Téléchargements de fichiers