Calculate the summary statistics for a set of decision trees (e.g., Gini index, entropy, residual sum of squares).

Free CAS MAS-II (Modern Actuarial Statistics II) lesson in Statistical Learning. 12 min read, ~1,848 words.

Regression trees score splits by residual sum of squares (RSS), minimizing where is the regional mean (not the global mean). Classification trees score splits by node impurity: Gini, entropy, or classification error. For two classes, Gini peaks at 0.5 when and entropy peaks at nats; their scales differ, so compare...

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