Random forests (RFs) are effective at predicting gene expression from genotype data. However, a comparison of RF regressors and classifiers, including feature selection and encoding, has been under-explored in the context of gene expression prediction. Specifically, we examine the role of ordinal or one-hot encoding and of data balancing via oversampling in the prediction of obesity-associated gene expression. Our work shows that RFs compete with PrediXcan in the prediction of obesity-associated gene expression in subcutaneous adipose tissue, a highly relevant tissue to obesity. Additionally, RFs generate predictions for obesity-associated genes where PrediXcan fails to do so.