ML 15: A Forest Cannot Predict Beyond the Largest Value It Has Seen
Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. Trained on x between 0 and 1 with y rising as 2x, a random forest has test error 0.12 inside the range, against 0.51 for linear regression, and 2.71 between 1.5 and 2 — 22 times worse — because past x = 1 it never predicts above 2....