3 ms·

If anyone is particularly interested, there are notes on the original RandomForest implementation, by Breiman and Cutler, which describe how missing values are

• micro_cam 12y ago
  There are some other ways an rf can be made to handle missing values including splitting the values onto a third branch at each node (which can be useful if the fact the value is missing may be informative), just leaving the missing values out at each split and applying a bias correction (as was common with pre rf decision trees), or doing a local imputation within the in branch cases at each node.