Getting OOB error for each tree in RF

[quant777]

Hello,

I wish to utilise the concept of weighted Random Forests with SAS EM 14.1.

I am - so far - fruitlessly trying to locate an option in the HPRF procedure that would output OOB errors for each single tree in the forest rather than a cumulative forest-based error. I assume it must be stored locally in the engine during the learning process. Or perhaps I am missing a feature that's right in front of me.

Kudos in advance for all the help

[PadraicGNeville · Accepted solution]

Hi, quant777. 

Only the cumulative OOB numbers can be output from PROC HPFOREST.

-Padraic

[quant777]

Hi, Padraic,

Not really the answer I was hoping for, but thanks anyway.