[R] Random Forests theoretical question

From: David L. Van Brunt, Ph.D. <dlvanbrunt_at_gmail.com>
Date: Wed 29 Jun 2005 - 12:46:04 EST


I feel like a dope for asking this, but after reading various articles I'm still not quite sure I get it. What is the relationship or similarity between a "probability" prediction from a classfication random forest and a Bayesian posterior probability? Can they be considered similar, or would I need to take that probability and project it through a likelihood (I'm thinking, perhaps wrongly, of computing this from the confusion matrix) to get a posterior probability?

Something about that feels wrong, and not being a real statistician (Just a shrink with some applied stat training) I can't quite connect the dots.

Before, this, I've been playing with RF as a way to get a feel for what's going on in the data, rather than for making any real-world predictions. I just don't want to over-interpret (or misinterpret) those probabilities.
>From Breiman's site, this is probably clear to a real statistician, but
someone like me needs to be clobbered over the head with it :-/.

Wisdom Welcome!

Humbly,

DVB         [[alternative HTML version deleted]]



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