nicolas,
There is a good review on methods to do online random forests here:
https://arxiv.org/pdf/1302.4853.pdf
In fact, it turns out that the method of having a "window" of trees is
not the best way to do. Usually the trees have to be grown in the same
time data arrive, see
http://lrs.icg.tugraz.at/pubs/saffari_olcv_09.pdf
Adapting ensembles API to online learning seems hard work. But you can
open a PR to discuss it.
Thanks a lot for the papers and info. I'll open PR at sometime and see
what happens..
ty,
isaak
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