This commit is contained in:
Morten Hjorth-Jensen
2021-11-11 06:14:00 +01:00
parent f9ad68eeb6
commit c199088d24
82 changed files with 7227 additions and 6653 deletions
+25 -1
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@@ -428,7 +428,7 @@ p_{mk} = \frac{1}{N_m}\sum_{x_i\in R_m}I(y_i\ne k) = 1-p_{mk}.
* Gini index $g$
!bt
\[
g = \sum_{k=1}^K p_{mk}(1-p_{mk}).
g = \sum_{k\ne k'} p_{mk}p_{mk'}=\sum_{k=1}^K p_{mk}(1-p_{mk}).
\]
!et
* Information entropy or just entropy $s$
@@ -439,6 +439,30 @@ s = -\sum_{k=1}^K p_{mk}\log{p_{mk}}.
!et
!split
===== Gini Index?Coefficient/Impurity =====
The Gini index $g$ gives us the degree of probability of a specific
variable that is wrongly classified.
It takes values $g \in [0,1]$,
o $g=0$ means a *pure* case where all elements belong to one class only.
o A value $g=1$ means that all elements are randomly distributed across various classes.
o A value $g=0.5$ means that the elements in a node are uniformly distributed across classes.
It favors binary splitting.
!split
===== Why binary split? =====
It is custom to split to a tree uising binary splits. The reason is
that multiway splits fragment the data too quickly, leaving
insufficient data at the next level down. Multiway splits can be
achieved by a series of binary split and this is normally preferred.
!split
===== Visualizing the Tree, Classification =====
!bc pycod