Beta. Content is under active construction and has not been peer-reviewed. Report errors on GitHub.Disclaimer

Random Forests

1 questionsDifficulty 5-5View topic

Intermediate

0 / 1

1 intermediateAdapts to your performance

1 / 1

intermediate (5/10)compute

Random forests reduce variance compared to a single decision tree by averaging

B

trees, each trained on a bootstrap sample with random feature subsets. If individual trees have variance

σ^{2}

and pairwise correlation

ρ

, what is the variance of the forest?