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PseudoProgrammer avatar PseudoProgrammer commented on May 20, 2024

重新review了下代码,这种理解对吗?
计算impurity是全量样本,但全量样本分为了三部分计算再求和:1、fitness0是基于missing_value的样本算出。2、fitness1是基于fea_value<split_value的样本算出。3、fitness2是基于fea_value>split_value算出

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qiyiping avatar qiyiping commented on May 20, 2024

你好,是的

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PseudoProgrammer avatar PseudoProgrammer commented on May 20, 2024

好的,多谢!然后wikipead里基尼不纯度的计算方式是p(1-p)求和,代码里是p的方差。我的疑问是在选择特征分裂点时,是不是用的方差代替基尼不纯度

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PseudoProgrammer avatar PseudoProgrammer commented on May 20, 2024

这两个指标是不一样的把?

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qiyiping avatar qiyiping commented on May 20, 2024

你好,每一颗树都是回归树(拟合梯度)。

具体的请参考:Friedman, J. H. “Greedy Function Approximation: A Gradient Boosting Machine.” (February 1999)

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