[R] Random Forest %var(y)
David Katz
david at davidkatzconsulting.com
Sat Jul 5 21:25:16 CEST 2008
The verbose option gives a display like:
> rf.500 <-
+ randomForest(new.x,trn.y,do.trace=20,ntree=100,nodesize=500,
+ importance=T)
| Out-of-bag |
Tree | MSE %Var(y) |
20 | 0.9279 100.84 |
What is the meaning of %var(y)>100%? I expected that to correspond to a
model that was worse than random, but the predictions seem much better than
that on the o-o-bag estimates from predict(rf.500).
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