A SAS data scientist uses the following code: PROC HPFOREST DATA=train SEED=999; TARGET churn / LEVEL=NOMINAL; INPUT age income tenure / LEVEL=INTERVAL; INPUT segment / LEVEL=NOMINAL; OOB; RUN; What does the OOB statement request?
Select an answer to reveal the explanation.
Short Explanation
The OOB statement requests Out-of-Bag error estimation. You get an unbiased validation estimate because each tree scores the roughly 37% of rows left out of its bootstrap sample, so you don't need a separate holdout set.
Full Explanation
The OOB statement requests Out-of-Bag error estimation. Each tree is trained on a bootstrap sample, and the roughly 37% of observations not selected are used to compute an unbiased validation error estimate without a separate holdout set. The one-hot encoded binary features output, Orthogonal Oblique Bootstrap resampling, and out-of-bounds input range check are fabricated interpretations with no basis in SAS documentation.