Random Forests 随机森林模型详解

Forrest错误率由以下两个因素决定

1）任意两个树的correlation rate（相关性），相关性越高，错误率越高（预测越不准确）

2）任意一个树自己本身的强度

Random Forests 的特性

• It is unexcelled in accuracy among current algorithms.
• It runs efficiently on large data bases.
• It can handle thousands of input variables without variable deletion.
• It gives estimates of what variables are important in the classification.
• It generates an internal unbiased estimate of the generalization error as the forest building progresses.
• It has an effective method for estimating missing data and maintains accuracy when a large proportion of the data are missing.
• It has methods for balancing error in class population unbalanced data sets.
• Generated forests can be saved for future use on other data.
• Prototypes are computed that give information about the relation between the variables and the classification.
• It com