Narrowing the Gap: Random Forests In Theory and In Practice


Misha Denil, David Matheson, Nando De Freitas ;
Proceedings of the 31st International Conference on Machine Learning, PMLR 32(1):665-673, 2014.


Despite widespread interest and practical use, the theoretical properties of random forests are still not well understood. In this paper we contribute to this understanding in two ways. We present a new theoreti- cally tractable variant of random regression forests and prove that our algorithm is con- sistent. We also provide an empirical eval- uation, comparing our algorithm and other theoretically tractable random forest models to the random forest algorithm used in prac- tice. Our experiments provide insight into the relative importance of different simplifi- cations that theoreticians have made to ob- tain tractable models for analysis.

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