A Comparison of Resampling and Recursive Partitioning Methods in Random Forest for Estimating the Asymptotic Variance Using the Infinitesimal Jackknife

19 Jun 2017Cole BrokampMB RaoPatrick RyanRoman Jandarov

The infinitesimal jackknife (IJ) has recently been applied to the random forest to estimate its prediction variance. These theorems were verified under a traditional random forest framework which uses classification and regression trees (CART) and bootstrap resampling... (read more)

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