ARBIMETRA · Financial intelligence, made practical.

ARBIMETRA LAB

Random Forest

Averages many decision trees to improve prediction, with configurable size and feature sampling.

What it does

Averages many decision trees to improve prediction, with configurable size and feature sampling.

Use it as a strong general-purpose predictor.

Data you need

  • Target
  • Numeric features

Supported data: Numeric, Categorical. Level: Intermediate.

Formula and method

ŷ = (1/B) Σ Tᵦ(x)

Each tree is grown on a bootstrap sample, with a random subset of features considered at each split. Votes or averages across trees reduce variance. Permutation importance is measured on the test set.

Assumptions

  • Future data resemble the training data
  • Rows are independent

Input checks

  • At least 30 complete rows
  • Test set held back from training
  • Fixed random seed
  • At most 300 trees

How to read the result

Use permutation importance to see which features matter.

Worked example

Illustrative run on Fisher iris measurements. These figures are the actual output of this model on that example, and they say nothing about your own data.

  • Test accuracy = 0.9211 against a majority-class baseline of 0.3421; F1 = 0.923.
  • The model is better than always predicting the most common class on this test set.

Limitations

  • Harder to interpret than a single tree

Numerical validation

Validated 16 of 16 automated checks passed, including numerical results, invalid input, missing values, small samples, constant variables, charts and the interpretation text.

CheckReferenceResultAbs. errorToleranceSource
Accuracy equals confusion-matrix diagonal0.921052630.921052630.0e+01e-12Independent NumPy calculation

Computed with python 3.13.2, numpy 2.2.5, scipy 1.14.1, pandas 2.3.3, statsmodels 0.14.4, scikit-learn 1.7.0, in your browser. A passing check confirms the listed comparison only. It does not make any result suitable for your data, and it is not a claim of equivalence with other statistical software.

Questions

Does feature importance show causation?

No. It shows what helped the model predict.

ARBIMETRA LAB is an educational and research tool. Results should be checked by the researcher and are not professional advice.