随机森林作为集成模型的一种，在分类问题中表现出高效性，尤其适用于图像识别等黑箱问题。在工程领域，由于其可解释性，我们能快速定位问题。随机森林通过bagging策略构建，使用多个决策树进行最终预测，适用于回归问题。为了防止过拟合，关键在于训练样本的随机化和特征选择的随机性。超参数如n_estimators、criterion、max_depth等影响模型性能。
Ensemble Model
For clasisfication problem the ensemble model is very effective. Such as the situation of the Image recognition via deep learning.(black box)
For a grade system, we use the GBDT or XGBoost etc.
In engineering field, the Interpretable is very important，since we could determine the problem once we meet an issue.
How to build an ensemble model? Bagging and Boosting
Bagging: Random forest
Boosting: GBDT, XGBoost
We calculate the average value from all of the predictions from the models
We use the variance / standard deviation to evaluate the stability of the model
from the example above，we know that the model will become more stable
Random Forest
Bagging is a framwork for ensemble model
The random forest using multiple decision trees for the final predictions
It also can be used for regression problem（mean value）
Build the random forest
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