Random forest model confidence and probability

testapp
testapp New Altair Community Member
edited November 5 in Community Q&A
Hi,

I built a random forest model. I understand the confidence given by the model is not exactly the probability. How to convert the confidence to probability? There is an operator of Rescale Confidences (Logistic), but I am not sure it works well for random forest, or are there any other methods?

Thank you.
 
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Best Answer

  • MartinLiebig
    MartinLiebig
    Altair Employee
    Answer ✓
    Hi,
    Rescale Confidences Logistic is the right way to go. It  uses Platt Scaling, which is a common method for it.

    BR,
    Martin

Answers

  • MartinLiebig
    MartinLiebig
    Altair Employee
    Answer ✓
    Hi,
    Rescale Confidences Logistic is the right way to go. It  uses Platt Scaling, which is a common method for it.

    BR,
    Martin
  • testapp
    testapp New Altair Community Member
    Than you, Martin

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