= Random Forest = A '''random forest''' is a non-parametric ensemble model using [[Statistics/DecisionTrees|decision trees]]. <> ---- == Description == A random forest is a modification of [[Statistics/Bagging|bagging]] methods. A sample of features are selected. This is variably called a '''random subspace method''', '''attribute bagging''', or '''feature bagging'''. By convention, specifically, a [[Statistics/SimpleRandomSample|SRS with replacement]] is used. For each selected feature, a [[Statistics/DecisionTrees|decision tree]] is estimated using the entire set of observations. Generally, very deep trees are allowed to be built, because the random selection of features across iterations should correct for overfitting. ---- CategoryRicottone