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了解在随机森林中的过,以估计概率:一个可视化和模拟研究
Lasai Barreñada1,2, Paula Dhiman3, Dirk Timmerman1,4
1Department of Development and Regeneration, Leuven, KU, Belgium.
Diagnostic and prognostic research
|September 28, 2024
概括
随机森林为临床风险预测创造了概率"尖峰",导致了高训练的AUC. 然而,这些峰值不会显著损害测试数据的性能,尽管完全成长的树木可能不是最佳的概率估计.
科学领域:
- 机器学习 机器学习
- 生物统计学 生物统计学
- 临床风险预测预测
背景情况:
- 随机森林对于临床风险预测非常受欢迎.
- 在一个案例研究中观察到接近1的高训练AUC,这表明潜在的过拟合.
- 该研究调查了概率估计中的随机森林行为.
研究的目的:
- 了解用于概率估计的随机森林行为.
- 在现实世界的案例研究和模拟研究中可视化数据空间.
- 评估模型参数对性能的影响.
主要方法:
- 视觉化风险估计使用热图在2D子空间的案例研究.
- 通过48个物流数据生成机制 (DGM) 进行了模拟研究.
- 多种预测器分布,预测器的数量/相关性,真实AUC和预测器强度;使用Ranger R包训练随机森林模型.
主要成果:
- 视觉化显示了训练数据事件周围的"概率峰值".
- 培训中位数AUC高 (0.97-1),除非满足特定预测因素/节点大小条件.
- 差异化损失中等 (中位数为0.025),测试AUC受每个变量,节点大小和预测器类型事件的影响.
结论:
- 随机森林学习本地概率峰值,通常导致近乎完美的训练AUCs.
- 这些峰值通常不会严重影响测试数据的AUC.
- 对于概率估计,结果挑战了在随机森林模型中使用完全成长的树木的建议.
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