Hi,
I have experimented with implementing Random Forests with Salford Predictive Modeler, and the R libraries randomForest and caret. Salford Predictive Modeler regularly yields higher r2 values than I can produce using the R tools. Does anyone have any idea why?
I would expect model r2 to go up consistently with the number of predictors used. But I frequently find that the strongest model uses only a few predictors, and r2 goes down as I add more. How can this be?
Thanks a lot!
[link][2 comments]