Re:Top ten algorithms in data mining (2007) [pdf]
by msellout on Tuesday December 18, 2012 @11:21PM
(#4941121)
A random forest builds a diversified portfolio of decision trees.
To the extent that the errors of the individual trees are uncorrelated, the random forest keeps the same low expected error of a single tree while reducing the high error variance of a tree. This is the same reason a mutual fund is better than a single stock -- on average they have the same return, but the latter has far more variance.
To the extent that the errors of the individual trees are uncorrelated, the random forest keeps the same low expected error of a single tree while reducing the high error variance of a tree. This is the same reason a mutual fund is better than a single stock -- on average they have the same return, but the latter has far more variance.