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.

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.