A Stationary-Distribution Theory for Triplet-Based Plateau Search in Random Forest Ensemble-Size Selection

The number of trees is a central computational parameter in Random Forests: increasing it reduces finite-ensemble variability but increases training and prediction cost. Plateau-based tuning adapts this parameter through local comparisons of out-of-bag scores at a geometric triplet of tree counts. After the remaining hyperparameters have stabilized, however, the central triplet point need not converge to a deterministic value; instead, it fluctuates around a stationary regime. This paper develops a stationary-distribution theory for this process. The central ensemble size Bt is modeled as a birth-death Markov chain on a geometric grid, and its stationary distribution is derived through local balance. Under a leading centered folded-normal approximation, equilibrium equations are obtained for the original update rule and a symmetric modified variant, implying that the stationary center B_*=O(varepsilon-2) as varepsilondownarrow 0. The stationary spread is also characterized. A local Gaussian approximation and a Fokker-Planck interpretation give grid-level variance constants. After conversion to the ensemble-size scale, σB,*=O(varepsilon-2), while the variance is O(varepsilon-4). The leading relative spread is independent of varepsilon and controlled by the scale factor and update rule. These results interpret plateau-based Random Forest tuning as a stochastic process rather than a deterministic stopping rule.