Re: [Scikit-learn-general] Score function in Extra-Trees

2015-02-26 Thread Pierre-Luc Bacon
t; will lead to minimize the mean squared error. > > Cheers, > Arnaud > > > On 24 Feb 2015, at 01:53, Pierre-Luc Bacon wrote: > > In the original Extra-Tree papers, the authors use the "relative variance > reduction" (appendix A) for regression. > > The i

[Scikit-learn-general] Score function in Extra-Trees

2015-02-23 Thread Pierre-Luc Bacon
In the original Extra-Tree papers, the authors use the "relative variance reduction" (appendix A) for regression. The implementation in Scikit-Learn however suggests a different criterion: https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/tree/_tree.pyx#L836 What was the rational b

Re: [Scikit-learn-general] Mechanism to fix/freeze the tree structure in ExtraTrees

2015-02-19 Thread Pierre-Luc Bacon
le ends up in. > > Then you can update your class estimates or learn something else on top > of > > that. > > > > > > > > On 02/18/2015 01:31 PM, Pierre-Luc Bacon wrote: > > > > In the field of reinforcement learning (RL), the Fitted-Q algorithm of > Ern

[Scikit-learn-general] Mechanism to fix/freeze the tree structure in ExtraTrees

2015-02-18 Thread Pierre-Luc Bacon
In the field of reinforcement learning (RL), the Fitted-Q algorithm of Ernst 2005 (http://www.jmlr.org/papers/volume6/ernst05a/ernst05a.pdf) relies on the ability to fix the tree structure to ensure convergence (see p. 515 of the JMLR paper). The warm_start option is useful, but does not fully al