8000 Add explanation of MSE vs MAE criterion in tree building · Issue #9355 · scikit-learn/scikit-learn · GitHub
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Add explanation of MSE vs MAE criterion in tree building #9355
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@jmschrei

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@jmschrei

This should add a brief summary of the difference between MSE and MAE when building decision trees to the relevant tree building pages. Specifically, discussing how MSE minimizes the L2 error using the mean value while MAE minimizes L1 error using the median value.

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