Creating an "unclassified" class in Random Forest
It seems you can use RandomForest to get probabilities of being in both class by using predict_proba(X).
You could just get thoses probs, get the higher one (which is currently the class assigned to your data), and manually set a threshold, for example setting that if the most probable class is at less than 75%, then you manually classifies it as &quot;Unknown&quot;