update on decision trees
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@@ -443,7 +443,41 @@ than is the classification error rate.
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If our targets are the outcome of a classification process that takes for example
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$k=1,2,\dots,K$ values, the only thing we need to think of is to set up the splitting criteria for each node.
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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
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!bt
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\[
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p_{mk} = \frac{1}{N_m}\sum_{x_i\in R_m}I(y_i=k).
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\]
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!et
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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
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* Misclassification error
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!bt
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\[
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p_{mk} = \frac{1}{N_m}\sum_{x_i\in R_m}I(y_i\ne k) = 1-p_{mk}.
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\]
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!et
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* Gini index $g$
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!bt
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\[
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g = \sum_{k=1}^K p_{mk}(1-p_{mk}).
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\]
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!et
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* Information entropy or just entropy $s$
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!bt
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\[
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s = -\sum_{k=1}^K p_{mk}\log{p_{mk}}.
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\]
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!et
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!split
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===== Entropy and the ID3 algorithm =====
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!split
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===== Writing your own code for a classification tree =====
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!split
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===== Back to moons again =====
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@@ -1,4 +1,5 @@
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TITLE: Data Analysis and Machine Learning: Using Neural networks to solve ODEs and PDEs
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AUTHOR: Kristine Baluka Hein at Department of Informatics, University of Oslo, Norway
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DATE: today
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!split
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