Actuarial Notes

SOA Exam SRM Sample Question 74

Study guide: Exam SRM

In a random forest, a random sample of m predictors is selected from the full set of p predictors. Determine which of the following statements are true:

  • I. The m predictors are sampled with replacement.

  • II. The m predictors are sampled without replacement.

  • III. A fresh sample of m predictors are selected for each split.

  • IV. A fresh sample of m predictors are selected for each tree, but not for each split.

  • A) Only I and III are true.

  • B) Only I and IV are true.

  • C) Only II and III are true.

  • D) Only II and IV are true.

  • E) Fewer than two of the statements are true.

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