Re: [scikit-learn] Random Forest with Mean Absolute Error

2016-10-23 Thread Nelson Liu
Hi Robert, Thanks for the report. This is definitely not something just on your end; MAE does run longer than MSE, especially on larger datasets, due to the need to find the median of data for MAE (expensive) vs the mean of data for MSE (not so expensive). We've used a variety of tricks to try to m

[scikit-learn] Random Forest with Mean Absolute Error

2016-10-23 Thread Robert Slater
I searched the archives to see if this was a known issue, but could not seem to find anyone else having the problem. Nevertheless, in the latest version (0.18) Random Forest Regressor has the new option of 'mae' for criterion. However it appears to run disporportinally longer than the 'mse' crite