Hi Satrajit,

Adding more trees should never hurt accuracy. The more, the better.

Since you have a lot of irrelevant features, I'll advise to increase
max_features in order to capture the relevant features when computing
the random splits. Otherwise, your trees will indeed fit on noise.

Best,

Gilles


On 25 March 2012 15:02, Satrajit Ghosh <[email protected]> wrote:
> hi giles,
>
> when dealing with skinny matrices  of the type few samples x lots of
> features what are the recommendations for extra trees in terms of max
> features and number of estimators?
>
> also if a lot of the features are nuisance and most are noisy, are there any
> recommendations for feature reduction using extra trees themselves.
>
> time of training or testing is not an important issue. (yes, faster is
> better, but we are more interested in feature importance related to
> accuracy).
>
> cheers,
>
> satra
>
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