The Akaike Information Criterion (AIC) is a measure used for model selection, particularly in the context of statistical modeling. It is commonly applied to models derived from statistical methods like linear regression, generalized linear models, and other parametric models. However, AIC itself is not directly applicable to non-parametric models like Random Forest.

AIC is widely used in statistical modeling, including regression analysis, time series and other methods. It allows researchers to select the model that best generalizes the data, while accounting for model complexity and avoiding unnecessary complexity that can lead to overfitting.

Akaike Information Criterion (AIC) is a measure of the relative quality of a statistical model for a given dataset. This is commonly used for model selection and is based on a likelihood function. However, as you correctly pointed out, the random forest algorithm does not have an explicit probability function, which makes it difficult to apply AIC directly. Random Forest is an ensemble learning method based on decision trees and is not tuned using maximum likelihood estimation. Instead, techniques such as bagging and random feature selection are used to build multiple trees and aggregate predictions.

Thank you everyone for your insights. It is really helpful.