ExtraTrees Classifier is an ensemble method which is much faster than RandomForest yet equall accurate. Extra trees seem much faster (about three times) than the random forest method (at, least, in scikit-learn implementation). This is consistent with the theoretical construction of the two learners.
On toy datasets, the following conclusions could be reached :
- Extra trees seem to keep a higher performance in presence of noisy features,
- When all the variables are relevant, both methods seem to achieve the same performance.
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