Why is the alternative to GridSearchCV in RandomForestClassifier documented to be OOB?

by shadi   Last Updated January 14, 2018 12:19 PM

The sklearn documentation for gridsearch (link) puts 3.2.4.3. Out of Bag Estimates in a subsection under 3.2.4. Alternatives to brute force parameter search. I understand each of grid search and OOB, but I don't understand how it's an alternative. For example, if I need to determine the ideal max_features parameter to use with RandomForestClassifier, how would I use OOB instead of GridSearch? I can imagine for example using GridSearch with the scoring parameter being a callable returning the OOB, but it's not really an alternative as much as a complementary feature.



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