A random forest guided tour
Reviews recent theoretical and methodological developments of random forests, emphasizing the math behind the algorithm for non-experts.
The random forest algorithm, proposed by Breiman in 2001, is a highly successful general-purpose classification and regression method combining several randomized decision trees and averaging their predictions. It performs well when variables far outnumber observations, scales to large problems, adapts to varied tasks, and returns variable importance. This article reviews recent theoretical and methodological developments, emphasizing the math driving the algorithm, with attention to parameter selection, resampling, and variable importance for non-experts.
Based on: A random forest guided tour · Test (Madrid)
Curated by Aramai Editorial
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