Research map / Learning theory and algorithms / Prediction and decision losses
Stability of Random Forests and Coverage of Random-Forest Prediction Intervals
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| relax the light-tail assumption on Y^2 to a standard Cauchy response | random forest stability · Synthetic Cauchy-response data (n=4000, B=1000) | stability |RF_B - RF_B^(-i)|: epsilon-hat 0.237 at nu-hat 0.05 | No clear effect |
| compare OOB errors with test prediction errors | RF out-of-bag prediction interval · Synthetic Cauchy-response data (n=4000, B=1000) | error distribution | Helped |
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