wsrf: Weighted Subspace Random Forest for Classification
He Zhao, Williams, Graham J., Huang, Joshua Zhexue, Meng, Qinghan, Baoxun Xu · Zenodo (CERN European Organization for Nuclear Research) · 2015
A parallel implementation of Weighted Subspace Random Forest. The Weighted Subspace Random Forest algorithm was proposed in the International Journal of Data Warehousing and Mining, 8(2):44-63, 2012, proposed by Baoxun Xu, Joshua Zhexue Huang, Graham Williams, Qiang Wang, and Yunming Ye. The algorithm can classify very high-dimensional data with random forests built using small subspaces. A novel variable weighting method is used for variable subspace selection in place of the traditional random variable sampling.This new approach is particularly useful in building models from high-dimensional data.