Random
Forest: A Random Forest is a particular
instance of ensemble learning where individual models are constructed using
Decision Trees. This ensemble of Decision Trees is then used to predict the output value. We use a random
subset of training data to construct each Decision Tree. This will ensure diversity among
various decision trees. One of the most important things in ensemble learning
is to ensure that there's diversity among individual models. One of the best things about
Random Forests is that they do not overfit. Overfitting is a problem that we
encounter frequently in machine learning. By constructing a
diverse set of Decision Trees
using various random subsets, we ensure that the model does
not overfit the training data.
During the construction of the tree, the nodes are split
successively and the best
thresholds are chosen to reduce the entropy at each level. This
split doesn't consider all the
features in the input dataset. Instead, it chooses the best split
among the random subset of the
features that are under consideration. Adding this
randomness tends to increase the
bias of the random forest, but the variance decreases
because of averaging. Hence, we end
up with a robust model.
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