Consistency of random forests and other averaging classifiers

author: Gérard Biau, Université Pierre et Marie Curie - Paris 6
published: Dec. 18, 2008,   recorded: December 2008,   views: 1414
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Description

In the last years of his life, Leo Breiman promoted random forests for use in classification. He suggested using averaging as a means of obtaining good discrimination rules. The base classifiers used for averaging are simple and randomized, often based on random samples from the data. He left a few questions unanswered regarding the consistency of such rules. In this talk, we give a number of theorems that establish the universal consistency of averaging rules.

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