Two of the main validation techniques for CART models are Out-Of-Bag (OOB) validation and k-Fold validation. OOB - Used mainly for Random Forests. k-Fold - Used mainly for XGB models Out-Of-Bag (OOB) Validation: OOB validation is a technique where each tree sample not used in the construction of the current tree becomes the test set for the current tree. As we know, in a random forest, a random selection of data and/or variables is chosen as a subset for training for each tree. This means tha...
