And to add to @txnelson 's comment, you can 'train' just about any modeling method in JMP Pro quite easily utilizing a validation column approach or some such other alternative method...but for Bootstrap Forest within JMP Pro...the validation column approach is the recommended approach. Here's a link to the Validation column approach in the online JMP documentation: Validation Column in JMP Pro
And to add to @txnelson 's comment, you can 'train' just about any modeling method in JMP Pro quite easily utilizing a validation column approach or some such other alternative method...but for Bootstrap Forest within JMP Pro...the validation column approach is the recommended approach. Here's a link to the Validation column approach in the online JMP documentation: Validation Column in JMP Pro