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Random forest model confidence and probability
Hi,
I built a random forest model. I understand the confidence given by the model is not exactly the probability. How to convert the confidence to probability? There is an operator of Rescale Confidences (Logistic), but I am not sure it works well for random forest, or are there any other methods?
Thank you.
I built a random forest model. I understand the confidence given by the model is not exactly the probability. How to convert the confidence to probability? There is an operator of Rescale Confidences (Logistic), but I am not sure it works well for random forest, or are there any other methods?
Thank you.
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OptionsMartinLiebig Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 3,511 RM Data ScientistHi,Rescale Confidences Logistic is the right way to go. It uses Platt Scaling, which is a common method for it.BR,Martin- Sr. Director Data Solutions, Altair RapidMiner -
Dortmund, Germany0
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