1、决策回归树原理概述
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与分类树一样
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裂分指标,使用的是MSE、MAE
MSE ( y , y ^ ) = 1 n samples ∑ i = 0 n samples − 1 ( y i − y ^ i ) 2 \text{MSE}(y, \hat{y}) = \frac{1}{n_\text{samples}} \sum\limits_{i=0}^{n_\text{samples} - 1} (y_i - \hat{y}_i)^2 MSE(y,y^)=nsamples1i=0∑nsamples−1(yi−y^i)2
MAE ( y , y ^ ) = 1 n samples ∑ i = 0 n