Overview
Random Forest is one of the most popular and versatile machine learning algorithms. It improves upon the accuracy and stability of a single decision tree by using a 'forest' of them.
How it Works
- Bagging (Bootstrap Aggregating): Each tree is trained on a random subset of the data.
- Feature Randomness: At each split in a tree, only a random subset of features is considered.
- Voting/Averaging: For classification, the forest takes a majority vote; for regression, it takes the average.
Advantages
- Highly accurate and robust to outliers.
- Handles both categorical and numerical data.
- Provides a measure of 'feature importance.'
- Less prone to overfitting than individual decision trees.