The random forest algorithm for statistical learning

• Autores: Matthias Schonlau, Rosie Yuyan Zou
• Localización: The Stata journal, ISSN 1536-867X, Vol. 20, Nº. 1, 2020, págs. 3-29
• Idioma: inglés
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• Resumen

  • Random forests (Breiman, 2001, Machine Learning 45: 5–32) is a statistical- or machine-learning algorithm for prediction. In this article, we introduce a corresponding new command, rforest. We overview the random forest algorithm and illustrate its use with two examples: The first example is a classification problem that predicts whether a credit card holder will default on his or her debt. The second example is a regression problem that predicts the logscaled number of shares of online news articles. We conclude with a discussion that summarizes key points demonstrated in the examples.