Random Forest

10 important questions on Random Forest

How can we make DT more robust to overfitting and more efficient?

Use multiple trees = ensemble

Why has using a single classifier some issues?

A single classifier is often prone to overtraining
Different classifiers have different advantages and disadvantages = difficult trade off

How does an ensemble reduce overfitting?

Each classifier overfits on a different detail + general pattern. After ensembling the details cancel each other out while the general pattern remains
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How can we introduce variability in an ensemble of classifiers?

- Change the learning algorithm (RF only use trees)
- Change the dataset (RF --> yes)

Why is Bagging or Bootstrap Aggregating needed?

We want many subsets with much variety, but they should not be too small. So samples are repeated = bagging

Why is random feature selection needed?

Suppose we have a single very predictive feature; each tree will start with a node using this feature regardless of the sample set. This creates high similarity between trees and this is prone to overfitting

Which hyperparameter is always tuned in RF?

Number of trees

Which hyperparameters can you tune in RF?

- SPlitting criteria
- Ensemble method
- Bagging and random feature selection parameters
- Minimum samples for node split
- Minimum samples for a node leaf
- Number of trees
- Maximum features to consider for split

On what is feature importance based?

Mean Gini gain or contribution to accuracy

Why is feature importance not straightforward?

- Sensitive to redundant features
- No clear correlation with class
- Sensitive to features with more categories

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