A Bagging classifier.
A Bagging classifier is an ensemble meta-estimator that fits base
classifiers each on random subsets of the original dataset and then
aggregate their individual predictions (either by voting or by averaging)
to form a final prediction. Such a meta-estimator can typically be used as
a way to reduce the variance of a black-box estimator (e.g., a decision
tree), by introducing randomization into its construction procedure and
then making an ensemble out of it.
This algorithm encompasses several works from the literature. When random
subsets of the dataset are drawn as random subsets of the samples, then
this algorithm is known as Pasting [1]_. If samples are drawn with
replacement, then the method is known as Bagging [2]_. When random subsets
of the dataset are drawn as random subsets of the features, then the method
is known as Random Subspaces [3]_. Finally, when base estimators are built
on subsets of both samples and features, then the method is known as
Random Patches [4]_.