JMP 13 Predictive and Specialized Modeling, Second Edition, 2nd Edition

Bootstrap Forest Platform Overview

The Bootstrap Forest platform predicts a response value by averaging the predicted response values across many decision trees. Each tree is grown on a bootstrap sample of the training data. A bootstrap sample is a random sample of observations, drawn with replacement. In addition, the predictors are sampled at each split in the decision tree. The decision tree is fit using the recursive partitioning methodology described in the “Partition Models” chapter.

The fitting process for the training set proceeds as follows:

1. For each tree, select a bootstrap sample of observations.

2. Fit the individual decision tree, ...