update on decision trees

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mhjensen
2018-11-11 11:53:49 +01:00
parent 05b5c45754
commit 489e7cf8bf
83 changed files with 17246 additions and 1455 deletions
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@@ -443,7 +443,41 @@ than is the classification error rate.
If our targets are the outcome of a classification process that takes for example
$k=1,2,\dots,K$ values, the only thing we need to think of is to set up the splitting criteria for each node.
We define a PDF $p_{mk}$ that represents the number of observations of a class $k$ in a region $R_m$ with $N_m$ observations. We represent this likelihood function in terms of the proportion $I(y_i=k)$ of observations of this class in the region $R_m$ as
!bt
\[
p_{mk} = \frac{1}{N_m}\sum_{x_i\in R_m}I(y_i=k).
\]
!et
We let $p_{mk}$ represent the majority class of observations in region $m$. The three most common ways of splitting a node are given by
* Misclassification error
!bt
\[
p_{mk} = \frac{1}{N_m}\sum_{x_i\in R_m}I(y_i\ne k) = 1-p_{mk}.
\]
!et
* Gini index $g$
!bt
\[
g = \sum_{k=1}^K p_{mk}(1-p_{mk}).
\]
!et
* Information entropy or just entropy $s$
!bt
\[
s = -\sum_{k=1}^K p_{mk}\log{p_{mk}}.
\]
!et
!split
===== Entropy and the ID3 algorithm =====
!split
===== Writing your own code for a classification tree =====
!split
===== Back to moons again =====
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@@ -1,4 +1,5 @@
TITLE: Data Analysis and Machine Learning: Using Neural networks to solve ODEs and PDEs
AUTHOR: Kristine Baluka Hein at Department of Informatics, University of Oslo, Norway
DATE: today
!split