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.
• 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