Hi Everybody.
I'm still trying to hack at the trees. This time I stumbled across the
computation of the Gini index.
Could someone please explain this to me?
Hastie, Tishirani and Friedman told me this is computed as
\sum_{k} p_{mk}*(1- p_{mk})
where k enumerates the classes and m denotes a node (I guess that
means in the end, one sums over m)
It is not clear to me how what is done in the code is equivalent to this.
If I understood correctly, this is what the code does:
(\sum_m (n_m**2 - \sum_k n_{mk}**2) / n_m ) / sum_m n_m
where n_{mk} denotes the count of class k in node m,
and n_m is the total count of points in node m.
If I compute both values for the split left=(3,1), right=(1,2),
I end up with 59/72 for the first formula and 19/42 for the second formular.
Can someone tell me what I got wrong?
Thanks,
Andy
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