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決定木剪定、分割ルール

Last updated at Posted at 2019-06-09

過学習の防止(汎用性のあるモデル)に剪定を使う。
剪定の時に、不純度の計算に葉っぱノード数のpenaltyをつける。

https://www.slideshare.net/hirsoshnakagawa3/bias-variance1a
noise, bias, variance in machine learning
noise :
bias :機械学習による推定値が、損失の期待値を最小化する
variance:機械学習による推定値が、教師データ集合によって変動する度合いの期待値。教師データに依存しすぎるモデルになって新規データの予測誤差が悪化する度合い

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