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Random forest model confidence and probability

testapptestapp Member Posts: 2 Learner I
in Help
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.
 

Best Answer

  • MartinLiebigMartinLiebig Administrator, Moderator, Employee-RapidMiner, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 3,533 RM Data Scientist
    Solution Accepted
    Hi,
    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, Germany

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