\documentclass[tikz]{standalone}

\usepackage{forest}
\usetikzlibrary{fit,positioning}

\tikzset{
  red arrow/.style={
    midway,red,sloped,fill, minimum height=3cm, single arrow, single arrow head extend=.5cm, single arrow head indent=.25cm,xscale=0.3,yscale=0.15,
    allow upside down
  },
  black arrow/.style 2 args={-stealth, shorten >=#1, shorten <=#2},
  black arrow/.default={1mm}{1mm},
  tree box/.style={draw, rounded corners, inner sep=0.5em},
  node box/.style={white, draw=black, text=black, rectangle, rounded corners},
}

\begin{document}
\begin{forest}
  for tree={l sep=3em, s sep=2em, anchor=center, inner sep=0.4em, fill=blue!50, circle, where level=2{no edge}{}}
  [
  Training Data, node box
  [sample and feature bagging, node box, alias=bagging, above=3em
  [,red!70,alias=a1[[,alias=a2][]][,red!70,edge label={node[above=1ex,red arrow]{}}[[][]][,red!70,edge label={node[above=1ex,red arrow]{}}[,red!70,edge label={node[below=1ex,red arrow]{}}][,alias=a3]]]]
  [,red!70,alias=b1[,red!70,edge label={node[below=1ex,red arrow]{}}[[,alias=b2][]][,red!70,edge label={node[above=1ex,red arrow]{}}]][[][[][,alias=b3]]]]
  [~~~$\dots$~,scale=2,no edge,fill=none,yshift=-3em]
  [,red!70,alias=c1[[,alias=c2][]][,red!70,edge label={node[above=1ex,red arrow]{}}[,red!70,edge label={node[above=1ex,red arrow]{}}[,alias=c3][,red!70,edge label={node[above=1ex,red arrow]{}}]][,alias=c4]]]]
  ]
  \node[tree box, fit=(a1)(a2)(a3)] (t1) {};
  \node[tree box, fit=(b1)(b2)(b3)] (t2) {};
  \node[tree box, fit=(c1)(c2)(c3)(c4)] (tn) {};
  \node[below right=0.5em, inner sep=0pt] at (t1.north west) {Tree 1};
  \node[below right=0.5em, inner sep=0pt] at (t2.north west) {Tree 2};
  \node[below right=0.5em, inner sep=0pt] at (tn.north west) {Tree $n$};
  \path (t1.south west)--(tn.south east) node[midway,below=4em, node box] (mean) {mean in regression or majority vote in classification};
  \node[below=3em of mean, node box] (pred) {prediction};
  \draw[black arrow={5mm}{4mm}] (bagging) -- (t1.north);
  \draw[black arrow] (bagging) -- (t2.north);
  \draw[black arrow={5mm}{4mm}] (bagging) -- (tn.north);
  \draw[black arrow={5mm}{5mm}] (t1.south) -- (mean);
  \draw[black arrow] (t2.south) -- (mean);
  \draw[black arrow={5mm}{5mm}] (tn.south) -- (mean);
  \draw[black arrow] (mean) -- (pred);
\end{forest}
\end{document}
