Displaying 1 result from an estimated 1 matches for "td887278".
2011 Feb 15
1
[slightly OT] predict.randomForest and type=”prob”
...failure (using Breiman's notations, P_\Theta( h(\Theta, x) =
failure). I have found several threads on R-help related to
predict.randomForest(..., type=”prob”) that confirm this interpretation
of these probabilities (e.g.,
http://r.789695.n4.nabble.com/quot-prob-quot-in-predict-randomForest-td887278.html,
http://r.789695.n4.nabble.com/Random-Forest-AUC-td3006649.html).
However, I would like to know under which conditions (assumptions about
the process, parameters of the randomForests, etc.) it is correct to use
this proportion of votes as an estimate of the “true” probability
P(failure |...