Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife.
Stefan Wager, Trevor Hastie, Bradley Efron · PubMed · 2014
) replicates. Moreover, we show that the IJ estimator requires 1.7 times less bootstrap replicates than the jackknife to achieve a given accuracy. Finally, we study the sampling distributions of the jackknife and IJ variance estimates themselves. We illustrate our findings with multiple experiments and simulation studies.