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Sequential Bootstrap for Out-of-Bag Error Estimation: A 100-Seed Replication Study and Variance-Structure Analysis

2025/11/22 by Peng, Cheng
Computer Science · #62G09 #Explainable Artificial Intelligence (XAI) #FOS: Computer and information sciences #Imbalanced Data Classification Techniques #Machine Learning and Data Classification #Methodology (stat.ME)

paper · doi:10.48550/arxiv.2511.18065

openalex publication_date 2025/11/22 · openalex created_date 2025/11/27 · openalex updated_date 2026/07/28

Abstract

Out-of-Bag (OOB) estimation is the standard internal diagnostic for bootstrap-aggregated tree ensembles. Under the classical multinomial bootstrap, the number of distinct training observations in each replicate, Ub, is itself random, but its contribution to OOB-based variability has rarely been isolated empirically. We use Sequential Bootstrap (SB) -- a resampling scheme that holds Ub at a fixed target kn = \lfloor 0.632 n\rfloor -- as a controlled perturbation of the bootstrap mechanism, and ask whether stabilizing Ub produces any measurable change in OOB-based diagnostics. We reproduce Breiman's five OOB experimental families on twelve synthetic and real datasets, but unlike the three-seed presentation common in this literature, we run 100 independent random seeds with 50 internal replications per seed, enabling formal paired statistical comparison (Wilcoxon signed-rank, paired-t, Pitman--Morgan variance test). We report three findings. First, OOB means are essentially insensitive to stabilization of Ub: of 57 (experiment, dataset, metric) cells under 100 seeds, only 6 reach p<0.05 on the paired mean comparison, and 4 of those 6 point in the opposite direction from what a 3-seed reading would suggest. Second, a narrow but reproducible effect survives at the variance level: SB reduces the cross-seed standard deviation of node-level classification diagnostics on real datasets while slightly increasing it on synthetic ones (permutation p=0.026); the Vehicle dataset exhibits a 21% cross-seed sd reduction (Pitman--Morgan p=0.017). Third, several directional claims that appear stable across three seeds flip sign under 100-seed replication, illustrating the cost of underpowered replication protocols. We therefore treat SB as a diagnostic tool for probing the distinct-sample-count term in the variance of OOB estimators, not as an alternative to the classical bootstrap.

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