R help - Apr 2014 - rpart and randomforest results

Hi all,

I have a question on rpart and randomforest results:

We calculated a single regression tree using rpart and got a pseudo-r2 of
roundabout 10% (which is not too bad compared to a linear regression on this
data). Encouraged by this we grew a whole regression forest on the same data set
using randomforest. But we got  pretty bad pseudo-r2 values for the randomforest
(even sometimes negative values for some option settings).
We then thought that if we built only one single tree with the randomforest
routine we should get a result similar to that of rpart. So we set the options
for randomforest to only one single tree but the resulting pseudo-r2 value was
negative aswell.

Does anyone have a clue as to why the randomforest results are so bad whereas
the rpart result is quite ok?
Is our assumption that a single tree grown by randomforest should give similar
results as a tree grown by rpart wrong?
What am I missing here? 

Thanks a lot for your help!
Sonja

Is it possible that the random forest is somehow adjusting for optimism or
overfitting?
On Apr 1, 2014 7:27 AM, "Schillo, Sonja"
<Sonja.Schillo@uni-due.de> wrote:
> Hi all,
>
> I have a question on rpart and randomforest results:
>
> We calculated a single regression tree using rpart and got a pseudo-r2 of
> roundabout 10% (which is not too bad compared to a linear regression on
> this data). Encouraged by this we grew a whole regression forest on the
> same data set using randomforest. But we got  pretty bad pseudo-r2 values
> for the randomforest (even sometimes negative values for some option
> settings).
> We then thought that if we built only one single tree with the
> randomforest routine we should get a result similar to that of rpart. So we
> set the options for randomforest to only one single tree but the resulting
> pseudo-r2 value was negative aswell.
>
> Does anyone have a clue as to why the randomforest results are so bad
> whereas the rpart result is quite ok?
> Is our assumption that a single tree grown by randomforest should give
> similar results as a tree grown by rpart wrong?
> What am I missing here?
>
> Thanks a lot for your help!
> Sonja
>
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