Random Forest can’t overfit?

I’ve read some literature that random forests can’t overfit. While this sounds great, it seems too good to be true. Is it possible for rf’s to overfit?

Answer

Random forest can overfit. I am sure of this. What is usually meant is that the model would not overfit if you use more trees.

Try for example to estimate the model y=log(x)+ϵ with a random forest. You will get an almost zero training error but a bad prediction error

Attribution
Source : Link , Question Author : screechOwl , Answer Author : Donbeo

Leave a Comment