Random decision forests

Decision trees are attractive classifiers due to their high execution speed. But trees derived with traditional methods often cannot be grown to arbitrary complexity for possible loss of generalization accuracy on unseen data. The limitation on complexity usually means suboptimal accuracy on training data. Following the principles of stochastic modeling, we propose a method to construct tree-based classifiers whose capacity can be arbitrarily expanded for increases in accuracy for both training and unseen data. The essence of the method is to build multiple trees in randomly selected subspaces of the feature space. Trees in, different subspaces generalize their classification in complementary ways, and their…