8000 [MRG] Add MAE formula in the regression criteria docs. by aashil · Pull Request #8402 · scikit-learn/scikit-learn · GitHub
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[MRG] Add MAE formula in the regression criteria docs. #8402

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14 changes: 12 additions & 2 deletions doc/modules/tree.rst
Original file line number Diff line number Diff line change
Expand Up @@ -486,15 +486,25 @@ Regression criteria
-------------------

If the target is a continuous value, then for node :math:`m`,
representing a region :math:`R_m` with :math:`N_m` observations, a common
criterion to minimise is the Mean Squared Error
representing a region :math:`R_m` with :math:`N_m` observations, common
criteria to minimise are

Mean Squared Error:

.. math::

c_m = \frac{1}{N_m} \sum_{i \in N_m} y_i

H(X_m) = \frac{1}{N_m} \sum_{i \in N_m} (y_i - c_m)^2

Mean Absolute Error:

.. math::

\bar{y_m} = \frac{1}{N_m} \sum_{i \in N_m} y_i

H(X_m) = \frac{1}{N_m} \sum_{i \in N_m} |y_i - \bar{y_m}|

where :math:`X_m` is the training data in node :math:`m`

.. topic:: References:
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