Random Forests - Probability Estimates (+scikit-learn specific)

Question

I am interested in understanding how probability estimates are calculated by random forests, both in general and specifically in Python's scikit-learn library (where probability estimated are returned by the predict_proba function).

Thanks, Guy

Answer 1

The probabilities returned by a forest are the mean probabilities returned by the trees in the ensemble (docs). The probabilities returned by a single tree are the normalized class histograms of the leaf a sample lands in.