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TEST

, Volume 25, Issue 2, pp 228–238 | Cite as

Comments on: A random forest guided tour

  • Sylvain Arlot
  • Robin Genuer
Discussion
  • 222 Downloads

Abstract

This paper is a comment on the survey paper by Biau and Scornet (TEST, 2016. doi: 10.1007/s11749-016-0481-7) 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 Breiman’s original random forests.

Keywords

Random forests Estimation error Approximation error Subagging Bagging Hold-out random forests 

Mathematics Subject Classification

62G05 62G09 

Supplementary material

11749_2016_484_MOESM1_ESM.pdf (152 kb)
Supplementary material 1 (pdf 152 KB)

References

  1. Arlot S (2008) \(V\)-fold cross-validation improved: \(V\)-fold penalization. arXiv:0802.0566v2
  2. Arlot S, Genuer R (2014) Analysis of purely random forests bias. arXiv:1407.3939v1
  3. Biau G (2012) Analysis of a random forests model. J Mach Learn Res 13:1063–1095MathSciNetzbMATHGoogle Scholar
  4. Biau G, Scornet E (2016) A random forest guided tour. TEST. doi: 10.1007/s11749-016-0481-7 Google Scholar
  5. Bühlmann P, Yu B (2002) Analyzing bagging. Ann Stat 30(4):927–961MathSciNetCrossRefzbMATHGoogle Scholar
  6. Friedman JH (1991) Multivariate adaptive regression splines. Ann Stat, pp 1–67Google Scholar
  7. Genuer R (2012) Variance reduction in purely random forests. J Nonparametric Stat 24(3):543–562MathSciNetCrossRefzbMATHGoogle Scholar
  8. Genuer R, Poggi JM, Tuleau C (2008) Random forests: some methodological insights. arXiv:0811.3619
  9. Liaw A, Wiener M (2002) Classification and regression by randomforest. R News 2(3):18–22. http://CRAN.R-project.org/doc/Rnews/
  10. R Core Team (2015) R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria. http://www.R-project.org/

Copyright information

© Sociedad de Estadística e Investigación Operativa 2016

Authors and Affiliations

  1. 1.Laboratoire de Mathématiques d’OrsayUniv. Paris-Sud, CNRS, Université Paris-SaclayOrsayFrance
  2. 2.Univ. Bordeaux, ISPED, Centre INSERM U-1219, INRIA Bordeaux Sud-Ouest, Equipe SISTMBordeaux CedexFrance

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