-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of Claudia Beleites
Sent: Saturday, October 23, 2010 3:39 PM
To: r-help@r-project.org
Subject: Re: [R] Random Forest AUC
Dear List,
Just curiosity (disclaimer: I never used random forests till now for
more than
number of iterations. You don't need that with RF.
-Original Message-
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of vioravis
Sent: Saturday, October 23, 2010 12:15 AM
To: r-help@r-project.org
Subject: Re: [R] Random Forest AUC
Thanks Max
the
optimal number of iterations. You don't need that with RF.
-Original Message-
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of vioravis
Sent: Saturday, October 23, 2010 12:15 AM
To: r-help@r-project.org
Subject: Re: [R] Random Forest AUC
Thanks
of iterations. You don't need that with RF.
-Original Message-
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of vioravis
Sent: Saturday, October 23, 2010 12:15 AM
To: r-help@r-project.org
Subject: Re: [R] Random Forest AUC
Thanks Max and Andy
-project.org
Subject: Re: [R] Random Forest AUC
Thanks Max and Andy. If the Random Forest is always giving an
AUC of 1, isn't
it over fitting??? If not, how do you differentiate this from over
fitting??? I believe Random forests are claimed to never over
fit (from the
following link).
http
Ravishankar,
I used Random Forest with a couple of data sets I had to predict for binary
response. In all the cases, the AUC of the training set is coming to be 1.
Is this always the case with random forests? Can someone please clarify
this?
This is pretty typical for this model.
I have
Let me expand on what Max showed.
For the most part, performance on training set is meaningless. (That's
the case for most algorithms, but especially so for RF.) In the default
(and recommended) setting, the trees are grown to the maximum size,
which means that quite likely there's only one
Thanks Max and Andy. If the Random Forest is always giving an AUC of 1, isn't
it over fitting??? If not, how do you differentiate this from over
fitting??? I believe Random forests are claimed to never over fit (from the
following link).
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