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Comments on: “A random forest guided tour”. (English) Zbl 1402.62131
Summary: This paper is a comment on the survey paper by G. Biau and E. Scornet [ibid. 25, No. 2, 197–227 (2016; Zbl 1402.62133)] about random forests. We focus on the problem of quantifying the impact of each ingredient of random forests on their performance. We show that such a quantification is possible for a simple pure forest, leading to conclusions that could apply more generally. Then, we consider “hold-out” random forests, which are a good middle point between “toy” pure forests and L. Breiman’s original random forests [Mach. Learn. 45, No. 1, 5–32 (2001; Zbl 1007.68152)].

MSC:
62H30 Classification and discrimination; cluster analysis (statistical aspects)
62G08 Nonparametric regression and quantile regression
68T05 Learning and adaptive systems in artificial intelligence
Software:
R; randomForest
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References:
[1] Arlot S (2008) \(V\)-fold cross-validation improved: \(V\)-fold penalization. arXiv:0802.0566v2 · Zbl 1402.62133
[2] Arlot S, Genuer R (2014) Analysis of purely random forests bias. arXiv:1407.3939v1 · Zbl 1402.62131
[3] Biau, G, Analysis of a random forests model, J Mach Learn Res, 13, 1063-1095, (2012) · Zbl 1283.62127
[4] Biau, G; Scornet, E, A random forest guided tour, TEST, (2016) · Zbl 1402.62133
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