[R] Random Forest AUC

[Liaw, Andy]

What Breiman meant is that as the model gets more complex (i.e., as the
number of trees tends to infinity) the geneeralization error (test set
error) does not increase.  This does not hold for boosting, for example;
i.e., you can't "boost forever", which nececitate the need to find the
optimal number of iterations.  You don't need that with RF.

> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of vioravis
> Sent: Saturday, October 23, 2010 12:15 AM
> To: r-help at r-project.org
> Subject: Re: [R] Random Forest AUC
> 
> 
> Thanks Max and Andy. If the Random Forest is always giving an 
> AUC of 1, isn't
> it over fitting??? If not, how do you differentiate this from over
> fitting??? I believe Random forests are claimed to never over 
> fit (from the
> following link).
> 
> http://www.stat.berkeley.edu/~breiman/RandomForests/cc_home.ht
> m#features
> 
> 
> Ravishankar R
> -- 
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