[R] Random forests prediction

matt matthijs.meire at ugent.be
Fri May 11 21:42:30 CEST 2012


Hi all,

I have a strange problem when applying RF in R. 
I have a set of variables with which I obtain an AUC of 0.67.

I do have a second set of variables that have an AUC of 0.57. 

When I merge the first and second set of variables, the AUC becomes 0.64. 

I would expect the prediction to become better as I add variables that do
have some predictive power?
This is even more strange as the AUC on the training set increased when I
added more variables (while the AUC of the validation set thus decreased).

Is there anyone who has experienced the same and/or who know what could be
the reason?

Thanks,

Matthijs

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