Question



Determining optimal number of trees - Exercise 2.8.6

Professor,

For Exercise 2.8.6 are we supposed to guesstimate ensemblesize, from Bagged Trees (2.5.7,) until we get an AUC that is the highest?
Or are we supposed to use Random Forest (2.5.8) to create a model?

Thanks





Answers and follow-up questions





Answer or follow-up question 1

Dear student,

You need to optimize the ensemble size of a bagged tree. Optimal in this sense
means the ensemble size that results in the highest AUC.

Michel Ballings




Answer or follow-up question 2

So plug in different ensemble sizes and choose the one with the largest AUC?


Answer or follow-up question 3

Correct.



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