Comments on: "A Random Forest Guided Tour" by G. Biau and E. Scornet

TL;DR

This paper comments on a survey of random forests, exploring how individual components affect performance, and introduces a quantification method for simple pure forests and hold-out forests as intermediate models.

Contribution

It provides a method to quantify the impact of each ingredient in random forests, especially for simple pure and hold-out forests, bridging toy models and original algorithms.

Findings

Quantification of ingredient impact in simple pure forests

Analysis of hold-out random forests as intermediate models

Insights applicable to more general random forest variants

Abstract

This paper is a comment on the survey paper by Biau and Scornet (2016) about random forests. We focus on the problem of quantifying the impact of each ingredient of random forests on their performance. We show that such a quantification is possible for a simple pure forest , leading to conclusions that could apply more generally. Then, we consider "hold-out" random forests, which are a good middle point between "toy" pure forests and Breiman's original random forests.