[R] Random forests prediction
matt
matthijs.meire at ugent.be
Fri May 11 21:42:30 CEST 2012
Hi all,
I have a strange problem when applying RF in R.
I have a set of variables with which I obtain an AUC of 0.67.
I do have a second set of variables that have an AUC of 0.57.
When I merge the first and second set of variables, the AUC becomes 0.64.
I would expect the prediction to become better as I add variables that do
have some predictive power?
This is even more strange as the AUC on the training set increased when I
added more variables (while the AUC of the validation set thus decreased).
Is there anyone who has experienced the same and/or who know what could be
the reason?
Thanks,
Matthijs
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