Advanced Machine Learning with R

Random forest

Like our motivation with the use of the Gower metric in handling mixed, in fact, messy data, we can apply random forest in an unsupervised fashion. Selecting this method has a number of advantages:

• Robust against outliers and highly skewed variables
• No need to transform or scale the data
• Handles mixed data (numeric and factors)
• Can accommodate missing data
• Can be used on data with a large number of variables; in fact, it can be used to eliminate useless features by examining variable importance
• The dissimilarity matrix produced serves as an input to the other techniques discussed earlier (hierarchical, k-means, and PAM)

A couple of words of caution. It may take some trial and error to properly tune the random forest with respect ...