Hi Satra,

In case of Extra-Trees, changing the scale of features might change
the result when the transform you apply distorts the original feature
space. Drawing a threshold uniformly at random in the original
[min;max] interval won't be equivalent to drawing a threshold in
[f(min);f(max)] if f is non-linear. In the case of Random Forests
though, this won't change anything.

Hope this helps,
Gilles

On 15 March 2014 21:53, Satrajit Ghosh <sa...@mit.edu> wrote:
> hi olivier,
>
> just a question on this statement:
>
>> Random Forest (and decision tree-based models in general) are scale
>> independent.
>
>
> in many cases with fat data (small samples<50 x many features>100000) i have
> found that standardizing helps quite a bit in case of extra trees. i still
> don't have a good understanding as to why this is the case. it could simply
> be small sample bias that i am seeing. but extra trees are also supposed to
> be resilient to overfitting.
>
> any thoughts?
>
> cheers,
>
> satra
>
>
>
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