Displaying 1 result from an estimated 1 matches for "tp16274094p16286639".
2008 Mar 25
1
re gression trees: mean square vs. absolute errors
Hi,
I am working with CART regression now to predict a probability; the response
is binary. Could anyone tell me in which cases it is better to use mean
square error for splitting nodes and when mean absolute error should be
preferred.
I am now using the default (MSE) version and I can see that the obtained
optimal tree is very different from the tree with the least mean absolute
error.
Thanks in