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What is the variance of random forest? How to ask?
See the phrase "random forests is to improve performance by reducing the model variance", had been with random forests for classification of CART, a random forest for a test sample produce a classification results, classification of only two possible results: classification and correct classification error; That for a set of test sample set, can be calculated is the random forest for this group of sample classification accuracy (error), then the "variance" how exactly calculated? Where I can see it from the variance is reduced or increased?