JMP 13 Predictive and Specialized Modeling

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Chapter 6

Bootstrap Forest

Fit a Model By Averaging Many Trees

The Bootstrap Forest platform is available only in JMP Pro.

The Bootstrap Forest platform fits an ensemble model by averaging many decision trees each of which is fit to a bootstrap sample of the training data. Each split in each tree considers a random subset of the predictors. In this way, many weak models are combined to produce a more powerful model. The final prediction for an observation is the average of the predicted values for that observation over all the decision trees.

Figure 6.1 Example of a Cumulative Validation Report

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