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...

Read the full lesson, free →
Worked examples, audio narration, and practice. No signup to read.

What this lesson covers

Learning objectives

Browse all free MAS-II lessons or jump into free MAS-II practice questions.