How Many Trees in a Random Forest? A Revisited Approach with Plateau Search and Optuna Integration

Hyperparameter optimization (HPO) for Random Forest faces a specific difficulty in tuning the number of trees: the predictive score typically improves monotonically with ensemble size, so standard methods such as Tree-structured Parzen Estimator (TPE) and Hyperband require a predefined search range and often drive the estimate toward its right boundary. Early-stopping strategies avoid fixing such a range, but can be sensitive to score noise and prone to premature stopping.

To address this, we propose an integrated triplet-based plateau-search algorithm that removes the number of trees from the direct TPE search space and still exploits information accumulated across HPO trials. The method adaptively tracks a near-minimal sufficient ensemble size by monitoring relative changes in the out-of-bag (OOB) score across a triplet of forest sizes and shifting this triplet accordingly.

This yields an automated and user-interpretable procedure based on a tolerance parameter. We also provide a theoretical analysis: we relate the proposed relative OOB-score criterion to the gap between the current and limiting scores, and derive an asymptotic variance estimate for the corresponding OOB-based absolute relative difference.

Experiments show that the selected number of trees can differ substantially from the common heuristic: for most classical benchmark datasets it is smaller, whereas for some high-dimensional bioinformatics datasets, such as Arcene and Dorothea, it is larger. The source code and reproducible experiments are available at https://github.com/lange-am/rf_plateau_hpo.