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Random Forests🔗

In this class, we will introduce Random Forest as a new boosting machine algorithm using randomness in two ways to incrementally add trees:

  • By sub-sampling a random training set in the original training set as in bagging methods.
  • By selecting a random subset of features on which performing tree splits for each choice of split.

The method is then showcased in simple classification tasks.

Notebook

References🔗

Wikipedia page on Random Forest

Random Forests. Breiman, Leo, Machine learning 45.1 (2001): 5-32.

Understanding random forests: From theory to practice. Louppe, Gilles, PhD thesis.