6 votes

What are the best metrics to compare an OLS model and Random Forest model to predict house prices?

It depends on what you want to predict. If you want to predict the conditional expectation, use the MSE. If you want to predict the conditional median, use the MAE. This may be more useful for housing ...
Stephan Kolassa's user avatar
3 votes

Help in Understanding num.trees, mtry, and nodsize in Random forest?

I appreciate @Kat's insightful answer and inspiring visualizations provided. However, I'd like to clarify that mtry refers to the "number of variables that ...
K.Mole's user avatar
  • 131
2 votes

Finding the most important factor driving the target in a regression problem

Computing variable importance measures without computing confidence intervals for them is highly misleading and ignores the true difficulty of the task. An honest analysis will find that it is almost ...
Frank Harrell's user avatar
1 vote

Is it necessary to remove redundant variables from a random forest classification model?

I would claim its not normally a good idea, it is better to average correlated variables. Consider that random forest is itself the average of a bunch of correlated predictors (trees). The underlying ...
seanv507's user avatar
  • 6,634

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