Thanks ! Perhaps the documentation could be updated to make this clear ?
Pierre-Luc
On Tue, Feb 24, 2015 at 5:24 AM, Arnaud Joly <a.j...@ulg.ac.be> wrote:
> 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
>
> What was the rational behind this choice ?
>
> Thanks,
> Pierre-Luc
>
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