Regression Forests

Abstract

This chapter discusses the use of decision forests for the probabilistic estimation of continuous variables. Regression forests are used for the non-linear regression of dependent variables given independent input, where both input and output may be multi-dimensional. As with the other chapters we start with a brief literature survey of linear and non-linear regression techniques. We then describe the regression forest model, and finally we demonstrate its properties with a number of illustrative examples. Exercises are presented in the final section.