Comments on: A random forest guided tour

Sylvain Arlot () and Robin Genuer ()
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Sylvain Arlot: Univ. Paris-Sud, CNRS, Université Paris-Saclay
Robin Genuer: Univ. Bordeaux, ISPED, Centre INSERM U-1219, INRIA Bordeaux Sud-Ouest, Equipe SISTM

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2016, vol. 25, issue 2, No 2, 228-238

Abstract: Abstract This paper is a comment on the survey paper by Biau and Scornet (TEST, 2016. doi: 10.1007/s11749-016-0481-7 ) about random forests. We focus on the problem of quantifying the impact of each ingredient of random forests on their performance. We show that such a quantification is possible for a simple pure forest, leading to conclusions that could apply more generally. Then, we consider “hold-out” random forests, which are a good middle point between “toy” pure forests and Breiman’s original random forests.

Keywords: Random forests; Estimation error; Approximation error; Subagging; Bagging; Hold-out random forests; 62G05; 62G09 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s11749-016-0484-4

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