Random Forest

Random Forest is Machine Learning Algorithm and a new combination Algorithm. Random
Forest is a combination of a series of tree structure classifiers. Random Forest has many good
characters. Random Forest has been wildly used in classification and prediction, and used in
regression too. Compared with the traditional algorithms Random Forest has many good
virtues. Therefore the scope of application of Random Forest is very extensive. (1)

Advantages of Random Forest Algorithm in Machine Learning (2):

1. Random Forest can be used to solve both classification as well as regression problems.

2. Random Forest works well with both categorical and continuous variables.

3. Random Forest can automatically handle missing values.

Random Forest confusion matrix:

Figure: Random Forest confusion matrix

A are not risk flag

B are risk flag

We have our test set as 100,800 instance we can see that there were 6311 who were risk flags
were incorrectly labeled as not risk flag while there is 5781 risk flag were correctly been
identified as risk flag on the other hand there is 84.404 who aren’t risk flag that got labeled
correctly as not risk flag while there is 4002 who aren’t risk flag that got labeled incorrectly as
risk flag

Accuracy for correctly classified instances is 89.469% and for incorrectly classified instances is
10.530%

Precision for not risk flag is 0.927 and for risk flag is 0.591 , the weighted average for precision is
0.886

Recall for not risk flag is 0.955 ,for risk flag is 0.466 , the weighted average for recall is 0.895

True positive rate for not risk flag is 0.955 , for risk flag is 0.466 , the weighted average is 0.895
F-score for not risk flag is 0.941 , for risk flag is 0.521 , the weighted average is 0.889

ROC for not risk flag is 0.912 same thing goes to risk flag and weighted average

True negative rate for not risk flag is 0.534 , for risk flag is 0.045 , the weighted average is 0.474

PRC for not risk flag is 0.986 , for the risk flag is 0.558, and the weighted average is 0.933

MCC for the not risk flag is 0.467 and the same thing goes for the risk flag and weighted average.

Reference:

1- Liu, C., Wang, L. and Yang, A. (2012) Information computing and applications third
international conference, ICICA 2012, Chengde, China, September 14-16, 2012.
proceedings, part I. Berlin, Heidelberg: Springer Berlin Heidelberg.

2- Kumar, N. (no date) Advantages and disadvantages of Random Forest algorithm in

machine learning, Advantages and Disadvantages of Random Forest Algorithm in
Machine Learning. Available at:
http://theprofessionalspoint.blogspot.com/2019/02/advantages-and-disadvantages-of-
random.html?m=1 (Accessed: October 29, 2022).