A Random Forest Guided Tour - Archive ouverte HAL Access content directly
Journal Articles Test Year : 2016

A Random Forest Guided Tour

(1, 2) , (1)
1
2

Abstract

The random forest algorithm, proposed by L. Breiman in 2001, has been extremely successful as a general-purpose classification and regression method. The approach, which combines several randomized decision trees and aggregates their predictions by averaging, has shown excellent performance in settings where the number of variables is much larger than the number of observations. Moreover, it is versatile enough to be applied to large-scale problems, is easily adapted to various ad-hoc learning tasks, and returns measures of variable importance. The present article reviews the most recent theoretical and methodological developments for random forests. Emphasis is placed on the mathematical forces driving the algorithm, with special attention given to the selection of parameters, the resampling mechanism, and variable importance measures. This review is intended to provide non-experts easy access to the main ideas.
Fichier principal
Vignette du fichier
article2.pdf (442.63 Ko) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-01221748 , version 1 (28-10-2015)

Identifiers

Cite

Gérard Biau, Erwan Scornet. A Random Forest Guided Tour. Test, 2016. ⟨hal-01221748⟩

Relations

191 View
165 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More