core Estimated learning time: 5 h

5.12 Bagging and random forests

You can train a strong baseline in one command and tune it sensibly.

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Random forests average many decorrelated trees — bootstrap samples plus feature subsampling — turning an unstable learner into a robust one that is genuinely hard to badly mistune, with out-of-bag error as nearly free validation. It sits directly after single trees as their redemption. The reading to distrust is the default feature-importance chart: impurity-based importances inflate high-cardinality features, and permutation importance is the honest replacement.

Work through these

  • Bootstrap aggregation and variance reduction

    Training many models on resampled copies of the data and averaging them reduces the sensitivity that a single unstable model has. This is the general technique before it is applied to trees.

  • Feature subsampling and decorrelation

    Also choosing a random subset of features at each split makes the individual models less alike, and less alike models average better. That extra randomness is what separates a forest from plain averaging.

  • Out-of-bag error

    Each model was trained without some of the data, and those left-out examples give a free performance estimate. It removes the need for a separate validation split in some workflows.

  • Feature importance and its biases

    The built-in importance measures are convenient and biased in known ways, particularly toward features with many possible values. Knowing the bias prevents a confident wrong conclusion.

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Links last checked 29 Aug 2026.

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