Table 9 Performance metrics with RF
From: Predicting cash holdings using supervised machine learning algorithms
Random forest | Model with 19 features | Model with 15 features | Model with 10 features | Model with 5 features |
|---|---|---|---|---|
n_estimators | 600 | 1000 | 1000 | 1000 |
RMSE | 0.0722 | 0.0718 | 0.0713 | 0.0710 |
R2 | 0.6016 | 0.6054 | 0.6111 | 0.6147 |