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How do Extra Trees differ from Random Forests?

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Answer

  • Two changes: (1) each tree is trained on the whole training set (no bootstrapping); (2) splits are chosen randomly — for each candidate feature, a random split threshold is drawn rather than the optimal one, and the best of those random splits is picked.
  • Result: more randomness, more bias, less variance, and *faster* training.
  • Typically slightly worse than RF on well-tuned problems but sometimes better on very noisy data and always faster.
Check yourself — multiple choice
  • Extra Trees add L2 regularization
  • They use random split thresholds and no bootstrapping — more variance reduction, faster training
  • Extra Trees are only for regression
  • They are the same as Random Forests

Extra Trees = random thresholds + no bootstrapping = faster, more randomized.

#random-forest#bagging#ensembles

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