I am analyzing RandomForestClasifier and need some help.
max_features parameter gives the max no of features for split in random forest which is generally defined as sqrt(n_features). If m is sqrt of n, then no of combinations for DT formation is nCm. What if nCm is less than n_estimators (no of decision trees in random forest)?
example: For n = 7, max_features is 3, so nCm is 35, meaning 35 unique combinations of features for decision trees. Now for n_estimators = 100, will the remaining 65 trees have repeated combination of features? If so, won't trees be correlated introducing bias in the answer?
max_featuresparameters sets the maximum number of features to be used at each split. Hence, if there are p number of nodes, .max_samplesenforces sampling on datapoints from X. By default, it samples same size as that of the X.From Documentation:
Hence, the unique combination of tree that can be formed would be
p! * nCm * (n+n-1)! / (n!(n-1)!)For your examples, let us consider there are 10 nodes in each tree and 10 samples in your X.
Hence, there won't be any bias for a reasonable size dataset.