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. 11 min read, ~1,724 words.
Regression trees score splits by residual sum of squares (RSS) within each region. The tree minimizes where is the regional mean. Classification trees score splits by node impurity: Gini, entropy, or classification error. Gini and entropy are differentiable in the proportions and sensitive to node purity; classification error is not...
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What this lesson covers
- Content
- Example 1
- Example 2
- Common Mistakes
- Key Takeaways
- Exam Shortcuts
Learning objectives
- C3
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