Chunk #67 — The Methods — How Do Ensemble Methods Work? — Random Forests

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

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Thus, variable selection in a single tree is affected by order effects similar to those present in stepwise variable selection approaches for parametric regression (that is also instable against random variation of the learning data, as pointed out by Austin and Tu 2004). In both recursive partitioning and stepwise regression, the approach of adding one locally optimal variable at a time does not necessarily (or rather hardly ever) lead to the globally best model over all possible combinations of variables.