I think the issue is that you really can't use the training set to judge this (without resampling).
For example, k nearest neighbors are not known to over fit, but a 1nn model will always perfectly predict the training data. Max On Oct 23, 2010, at 9:05 AM, "Liaw, Andy" <andy_l...@merck.com> wrote: > What Breiman meant is that as the model gets more complex (i.e., as the > number of trees tends to infinity) the geneeralization error (test set > error) does not increase. This does not hold for boosting, for example; > i.e., you can't "boost forever", which nececitate the need to find the > optimal number of iterations. You don't need that with RF. > >> -----Original Message----- >> From: r-help-boun...@r-project.org >> [mailto:r-help-boun...@r-project.org] On Behalf Of vioravis >> Sent: Saturday, October 23, 2010 12:15 AM >> To: r-help@r-project.org >> Subject: Re: [R] Random Forest AUC >> >> >> Thanks Max and Andy. If the Random Forest is always giving an >> AUC of 1, isn't >> it over fitting??? If not, how do you differentiate this from over >> fitting??? I believe Random forests are claimed to never over >> fit (from the >> following link). >> >> http://www.stat.berkeley.edu/~breiman/RandomForests/cc_home.ht >> m#features >> >> >> Ravishankar R >> -- >> View this message in context: >> http://r.789695.n4.nabble.com/Random-Forest-AUC-tp3006649p3008157.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > Notice: This e-mail message, together with any attachme...{{dropped:11}} > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
