Hello community,
I am new to Random Forest. I understand how it is trained with random selection of features in each split, and so on. In the end we have n_trees, each of which will give a different estimate.
All codes and tutorials and papers I read so far (were not many, I confess) get solely one output, the average in case of regression or the most frequent class in case of classification.
I am very much interested in the distribution of values that all the n_trees give. Is there a theoretical reason why one should NOT do this? Is it conceptually not meaningful somehow?
In any case, does someone know how to get those values, if I want? I didn't find how to do this with R party and I'm currently still migrating to Python SKLearn.
Thank you very much and best regards!