How Many Trees in a Random Forest? A Revisited Approach with Plateau Search and Optuna Integration

Title:How Many Trees in a Random Forest? A Revisited Approach with Plateau Search and Optuna Integration

Abstract:Hyperparameter optimization (HPO) for Random Forest faces a specific difficulty in tuning the number of trees: the predictive score typically improves monotonically with ensemble size, so standard methods such as Tree-structured Parzen Estimator (TPE) and Hyperband require a predefined search range and often drive the estimate toward its right boundary. Early-stopping strategies avoid fixing such a range, but can be sensitive to score noise and prone to premature stopping. To address this, we propose an integrated triplet-based plateau-search algorithm that removes the number of trees from the direct TPE search space and still exploits information accumulated across HPO trials. The method adaptively tracks a near-minimal sufficient ensemble size by monitoring relative changes in the out-of-bag (OOB) score across a triplet of forest sizes and shifting this triplet accordingly. This yields an automated and user-interpretable procedure based on a tolerance parameter. We also provide a theoretical analysis: we relate the proposed relative OOB-score criterion to the gap between the current and limiting scores, and derive an asymptotic variance estimate for the corresponding OOB-based absolute relative difference. Experiments show that the selected number of trees can differ substantially from the common heuristic: for most classical benchmark datasets it is smaller, whereas for some high-dimensional bioinformatics datasets, such as Arcene and Dorothea, it is larger. The source code and reproducible experiments are available at this https URL.

Machine Learning (cs.LG); Probability (math.PR)

arXiv:2606.03549 [cs.LG]

(or arXiv:2606.03549v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2606.03549 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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