Random Forest is an ensemble learning method primarily used for classification and regression tasks. It operates by constructing a multitude of decision trees during training time and outputs the mode of the classes (for classification) or the mean prediction (for regression) of the individual trees. The key idea behind Random Forest is to introduce randomness into the tree-building process by selecting random subsets of features and data points, which helps to reduce overfitting and increase model robustness.
Mathematically, for a dataset with samples and features, Random Forest creates decision trees, where each tree is trained on a bootstrap sample of the data. This is defined by the equation:
Additionally, at each split in the tree, only a random subset of features is considered, where . This randomness leads to diverse trees, enhancing the overall predictive power of the model. Random Forest is particularly effective in handling large datasets with high dimensionality and is robust to noise and overfitting.
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