Machine learning algorithms are frequently applied in data mining applications. Many of the tasks in this domain concern high-dimensional data. Consequently, these tasks are often complex and computationally expensive. This paper presents a GPU-based parallel implementation of the Random Forests algorithm. In contrast to previous work, the proposed algorithm is based on the compute unified device architecture (CUDA). An experimental comparison between the CUDA-based algorithm (CudaRF), and state-of-the-art Random Forests algorithms (FastRF and LibRF) shows that CudaRF outperforms both FastRF and LibRF for the studied classification task.