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The Statistics Behind Random Forests
April 20, 2022, 6:59 p.m. | Sankar Srinivasan
Towards Data Science - Medium towardsdatascience.com
A peek into the inner workings of randomized ensembles
A random forest. (Photo by Diego Bircher from Pixabay)There is something about random forests that is deeply unique.
Our usual variance reduction techniques — like limiting the depth of a decision tree, or adding a norm penalty to a logistic regression — work by penalizing the complexity of a single hypothesis. The variance reduction in a random forest, however, comes from simultaneously exploring multiple competing hypotheses.
Note the …
data science editors pick ensemble-learning random random-forest random forests statistics
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