Machine Learning Tutorial

Bootstrap Sample

To bootstrap sample our data means that from our n_samples data points, we repeatedly draw an example randomly with replacement (meaning the same sample can be picked multiple times), n_samples times. This will create a dataset that is as big as the original dataset, but some data points will be missing from it (approximately one third), and some will be repeated.

To illustrate, let’s say we want to create a bootstrap sample of the list ['a', 'b', 'c', 'd']. A possible bootstrap sample would be ['b', 'd', 'd', 'c']. Another possible sample would be ['d', 'a', 'd', 'a'].