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May 26'23
Exercise
Determine which of the following statements about random forests is/are true?
- If the number of predictors used at each split is equal to the total number of available predictors, the result is the same as using bagging.
- When building a specific tree, the same subset of predictor variables is used at each split.
- Random forests are an improvement over bagging because the trees are decorrelated.
- None
- I and II only
- I and III only
- II and III only
- The correct answer is not given by (A), (B), (C), or (D).
Copyright 2023. The Society of Actuaries, Schaumburg, Illinois. Reproduced with permission.
May 26'23
Key: C
II is false because with random forest a new subset of predictors is selected for each split.
Copyright 2023. The Society of Actuaries, Schaumburg, Illinois. Reproduced with permission.