Random Forest is a robust machine-learning algorithm that is used for both classification and regression tasks. It is a type of ensemble learning method, which means that it combines multiple decision trees to create a more accurate and stable model. The mathematical intuition behind Random Forest is rooted in the concept of decision trees and bagging.
A decision tree is a tree-like structure in which the internal nodes represent the feature(s) of the data, the branches represent the decision based on those features, and the leaves represent the output or class label. Each internal node in a decision tree represents a test on an attribute, each branch represents the outcome of the test, and each leaf node represents a class label. The goal of a decision tree is to find the best feature(s) to split the data in such a way that it results in the purest subset of the data.
Bagging, which stands for Bootstrap Aggregating, is an ensemble technique that involves training the same algorithm multiple times with different subsets of the data. The subsets are created by randomly sampling the data with replacement. This process helps to reduce the variance of the model, by averaging the predictions of multiple models.
Random Forest combines decision trees and bagging to create a more powerful model. It works by training a large number of decision trees on random subsets of the data. The final output is the average of the predictions made by each tree, weighted by the number of observations in the subsets.
The mathematical equation that represents the average of the predictions made by each tree can be represented as follows:
y = 1/n * Σ[i=1 to n]T(x)
where, y = final output of Random Forest n = number of decision trees T(x) = output of the ith decision tree x = input data
The Random Forest algorithm also uses a feature selection process, which helps identify the dataset’s most important features. This feature selection process is based on the concept of entropy and information gain.
Entropy is a measure of the impurity of the data. It is defined as:
H(S) = -Σ[i=1 to c]P(i)*log2(P(i))
where, H(S) = entropy of the data c = number of classes P(i) = probability of the ith class
Information gain is the decrease in entropy after a dataset is split on an attribute. It is defined as:
IG(S,A) = H(S) – Σv∈Values(A) * H(Sv)
where, IG(S,A) = information gain S = dataset A = attribute Values(A) = possible values of the attribute |Sv| = number of instances in subset Sv |S| = number of instances in the dataset
In conclusion, the Random Forest algorithm is a powerful machine learning algorithm that combines decision trees and bagging to create a more accurate and stable model. The final output is the average of the predictions made by each tree, and it uses a feature selection process based on the concept of entropy and information gain to identify the most important features in the dataset. The mathematical intuition behind Random Forest is rooted in the concept of decision trees and bagging.
For the practical implementation of the Bagging technique, please visit my GitHub.