回复 第5楼 的 刘 成昊:
不好意思挖坟,路人也碰到这个问题了,还是不太理解“过拟合”与“泛化误差”这两个概念是不是一个层面里的东西,原话如下:
Theorem 1.2. As the number of trees increases, for almost surely all sequences 1,...PE∗ converges to
(这里给出了泛化误差收敛的式子)
This result explains why random forests do not overfit as more trees are added, butproduce a limiting value of the generalization error.