Hi Pierre-Luc,
This is the same criterion, but with a different name.
The maximisation of the reduction of variance at each split
will lead to minimize the mean squared error.
Cheers,
Arnaud
> On 24 Feb 2015, at 01:53, Pierre-Luc Bacon <pba...@cs.mcgill.ca> wrote:
>
> In the original Extra-Tree papers, the authors use the "relative variance
> reduction" (appendix A) for regression.
>
> The implementation in Scikit-Learn however suggests a different criterion:
> https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/tree/_tree.pyx#L836
>
> <https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/tree/_tree.pyx#L836>
>
> What was the rational behind this choice ?
>
> Thanks,
> Pierre-Luc
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