http://stackoverflow.com/questions/17549337/matlab-treebagger-and-random-forests
Does the Treebagger
class in MATLAB apply Breiman's Random Forest algorithm?
If I simply use Treebagger
, is it the same as using Random Forests, or do I need to modify some parameters?
Thanks.
TreeBagger
implements a bagged decision tree algorithm, rather than Random Forests specifically.
You can get TreeBagger
to behave basically the same as Random Forests as long as the NVarsToSample
parameter is set appropriately. See the documentation page for TreeBagger
, under the NVarsToSample
parameter, for details.
Edit: Note that in release R2015b, the NVarsToSample
parameter has been renamed to NumPredictorsToSample
.
http://stats.stackexchange.com/questions/184589/random-forests-for-predictor-importance-matlab
What you describe would be one approach. For classification, TreeBagger by default randomly selects sqrt(p) predictors for each decision split (setting recommended by Breiman).
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