Chunk #138 — Features and Pitfalls — Randomness and Stability

Source

An introduction to recursive partitioning: rationale, application, and characteristics of classification and regression trees, bagging, and random forests.

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The two sources of randomness that are responsible for these possible differences are (a) the bootstrap samples (or subsamples) that are randomly drawn in bagging and random forests and (b) the random preselection of predictor variables in random forests. When When the permutation importance is computed, another source of of variability is the variability is the random permutation of the predictor vectors.