How Extra trees classification and regression algorithm works

Extra trees (short for extremely randomized trees) is an ensemble supervised machine learning method that uses decision trees and is used by the Train Using AutoML tool. See Decision trees classification and regression algorithm for information about how decision trees work. This method is similar to random forests but can be faster.

The extra trees algorithm, like the random forests algorithm, creates many decision trees, but the sampling for each tree is random, without replacement. This creates a dataset for each tree with unique samples. A specific number of features, from the total set of features, are also selected randomly for each tree. The most important and unique characteristic of extra trees is the random selection of a splitting value for a feature. Instead of calculating a locally optimal value using Gini or entropy to split the data, the algorithm randomly selects a split value. This makes the trees diversified and uncorrelated.

Additional Resources

Geurts, Pierre, Damien Ernst, and Louis Wehenkel. "Extremely randomized trees." Machine learning 63, no. 1 (2006): 3-42.

What is the difference between Extra Trees and Random Forest?

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