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Refers to statistical complications or problems due to having few data. If your question is about a small sample relative to the number of variables, please use the [underdetermined] tag instead.

3 votes

Limits to tree-based ensemble methods in small n, large p problems?

I suspect there won't be a definitive answer to this question until some simulation studies are conducted. In the meantime, I found Genuer et al's Random Forests: some methodological insights helped p …
Prophet60091's user avatar
12 votes
3 answers
3k views

Limits to tree-based ensemble methods in small n, large p problems?

Tree-based ensemble methods such as Random Forest, and subsequent derivatives (e.g., conditional forest), all purport to be useful in so-called "small n, large p" problems, for identifying relative va …
Prophet60091's user avatar