Table 4.
Performance summary of random forest models on simulated threenorm data sets with 20 relevant predictors and k noise predictors. Performance metrics were computed using independent test sets of size 1000 (Test) and the out-of-bag data (OOB), and averaged over 20 simulation runs. PCC is the percent of observations correctly classified, sensitivity is the percent of observations in class 1 correctly classified, specificity is the percent of observations in class 2 correctly classified, and AUC is the area under the receiver operating characteristic curve
k | PCC | Sens. | Spec. | AUC | |
---|---|---|---|---|---|
Test | 0 | 0.857 | 0.854 | 0.861 | 0.936 |
OOB | 0 | 0.862 | 0.862 | 0.862 | 0.937 |
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Test | 50 | 0.849 | 0.841 | 0.858 | 0.929 |
OOB | 50 | 0.848 | 0.832 | 0.864 | 0.927 |
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Test | 100 | 0.844 | 0.835 | 0.853 | 0.926 |
OOB | 100 | 0.847 | 0.842 | 0.850 | 0.925 |
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Test | 150 | 0.843 | 0.835 | 0.852 | 0.924 |
OOB | 150 | 0.833 | 0.827 | 0.838 | 0.915 |
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Test | 200 | 0.837 | 0.831 | 0.843 | 0.920 |
OOB | 200 | 0.834 | 0.827 | 0.840 | 0.912 |
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Test | 250 | 0.836 | 0.843 | 0.831 | 0.917 |
OOB | 250 | 0.829 | 0.833 | 0.825 | 0.909 |
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Test | 300 | 0.834 | 0.827 | 0.842 | 0.918 |
OOB | 300 | 0.828 | 0.822 | 0.832 | 0.909 |