Prediction

Random forest

• https://en.wikipedia.org/wiki/Random_forest
• randomForest package
  • Error: protect(): protection stack overflow. The trick works on my data with 26 obs and 28110 variables.
  • A complete guide to Random Forest in R
  • 8.5 Permutation Feature Importance from Interpretable Machine Learning by Christoph Molnar
  • 15 Variable Importance from caret
  • How to find the most important variables in R
• Gene selection and classification of microarray data using random forest 2006, and the R package varSelRF

Gradient boost

• https://en.wikipedia.org/wiki/Gradient_boosting
• Gradient boosting in R

GBDT: Gradient Boosting Decision Trees

• An Introduction to Gradient Boosting Decision Trees
• GBDTs & Random Forests As Feature Transformers