Bootstrap Forest

Fit a Model By Averaging Many Trees

The Bootstrap Forest platform is available only in JMP Pro.

The Bootstrap Forest platform fits an ensemble model by averaging many decision trees each of which is fit to a bootstrap sample of the training data. Each split in each tree considers a random subset of the predictors. In this way, many weak models are combined to produce a more powerful model. The final prediction for an observation is the average of the predicted values for that observation over all the decision trees.

Figure 5.1 Example of a Cumulative Validation Report 

Contents

Overview of the Bootstrap Forest Platform

Example of Bootstrap Forest with a Categorical Response

Bootstrap Forest Model

Missing Values

Example of Bootstrap Forest with a Continuous Response

Launch the Bootstrap Forest Platform

Launch Window

Specification Window

The Bootstrap Forest Report

Model Validation-Set Summaries

Specifications

Overall Statistics

Cumulative Validation

Per-Tree Summaries

Bootstrap Forest Platform Options