Wednesday, June 21, 2017

A Gentle Introduction to Random Forests

The random forest (Breiman, 2001) is an ensemble approach that can also be thought of as a form of nearest neighbor predictor. Ensembles are a divide-and-conquer approach used to improve performance. The main principle behind ensemble methods is that a group of “weak learners” can come together to form a “strong learner”. The figure below (taken from here) provides an example. Each classifier, individually, is a “weak learner,” while all the classifiers taken together are a “strong learner”.


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