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best sample

Finding best sample index by following steps:

  • Randomly select original data as training samples to ratio. Leave the remaining data as the out-of-bag samples.
  • Run 10 epochs:
    • Train a logistic regression model via the selected training samples.
    • Make predictions based on the training samples. Since we have totally no idea about the labels, only training data is available to measure the performance.
    • If the new auc improved than the previous one, record the sample indexes and the auc.
    • Remove the misclassified ones in the training samples and take the same amount of data from oob samples. If the oob samples is insufficient, exit the current epoch.
  • Use the final indexes as the training data to next classifier.

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