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overrun
2004 Oct 13
1
random forest -optimising mtry
...elpers,
I'm working on mass spectra in randomForest/R, and following the
recommendations for the case of noisy variables, I don't want to use the
default mtry (sqrt of nvariables), but I'm not sure up to which
proportion mtry/nvariables it makes sense to increase mtry without
"overtuning" RF.
Let me tell my example: I have 106 spectra belonging to 4 classes, the
number of variables is 172. I'm interested in finding information about
variables (importance, split points etc.) and proximities.
First I ran a forest with mtry =30 and ntree=2500. The result was an
oob-est...