ew paper available

[tibs@utstat.toronto.edu]

        Bias, variance and prediction error
             for classification rules

               Robert Tibshirani
             University of Toronto

We study the notions of  bias and variance for classification rules.
Following Efron (1978) and Breiman (1996) we develop
a decomposition of prediction error into its natural components.
Then we derive bootstrap estimates of these components and illustrate
how they can be used to describe the  error behaviour
of a classifier in practice. In the process we also obtain a
bootstrap estimate of the error of a ``bagged'' classifier.

Available at:

http://utstat.toronto.edu/reports/tibs/biasvar.ps
ftp: //utstat.toronto.edu/pub/tibs/biasvar.ps

Comments welcome!

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Rob Tibshirani, Dept of Preventive Med & Biostats, and Dept of Statistics
Univ of Toronto, Toronto, Canada M5S 1A8.
Phone: 416-978-4642 (PMB), 416-978-0673 (stats). FAX: 416 978-8299
computer fax  416-978-1525 (please call or email me to inform)
tibs at utstat.toronto.edu. ftp: //utstat.toronto.edu/pub/tibs
http://www.utstat.toronto.edu/~tibs
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