random forest regression with multiple output variables
May 29, 2016
2:03 p.m.
When using random forest regressor, the default scoring function is mse. In the case of multiple output, is the mse the sum over all output variables? If so, are the output variables scaled, to make the mse comparable across different variables? Thank you,
May 30, 2016
9:55 p.m.
Hi,
On 29 May 2016, at 16:03, Roberto Pagliari <roberto.pagliari@asos.com> wrote:
When using random forest regressor, the default scoring function is mse.
In the case of multiple output, is the mse the sum over all output variables?
Yes, it is summed over all outputs.
If so, are the output variables scaled, to make the mse comparable across different variables?
No, they aren’t scaled. Best regards, Arnaud Joly
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