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From "Ikumasa Mukai (Commented) (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MAHOUT-945) The variance calculation of Random forest regression tree
Date Sat, 14 Jan 2012 13:04:39 GMT

    [ https://issues.apache.org/jira/browse/MAHOUT-945?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13186196#comment-13186196
] 

Ikumasa Mukai commented on MAHOUT-945:
--------------------------------------

Appreciate your quick checking.

Of cause I checked RunningAverageAndStdDev according your advice and I found we could use.

But for reducing the time consumption to calc the standard deviation, I didn't use.(for our
regression logic, variance is only needed.)

How do you feel about it?

Regards,
                
> The variance calculation of Random forest regression tree
> ---------------------------------------------------------
>
>                 Key: MAHOUT-945
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-945
>             Project: Mahout
>          Issue Type: Improvement
>          Components: Classification
>    Affects Versions: 0.6
>            Reporter: Wang Yue
>              Labels: Regressionsplit.java
>         Attachments: MAHOUT-945.patch
>
>   Original Estimate: 48h
>  Remaining Estimate: 48h
>
> Hi, Mukai
>   Thanks for your efforts in expand the RF to regression. However, I have a doubt about
your implementation regarding to Regressionsplit.java. The variance method 
> "
>  private static double variance(double[] s, double[] ss, double[] dataSize) {
>     double var = 0;
>     for (int i = 0; i < s.length; i++) {
>       if (dataSize[i] > 0) {
>         var += ss[i] - ((s[i] * s[i]) / dataSize[i]);
>       }
>     }
>     return var;
>   }
> "
> While the variance in my mind should be something like 
> var += ss[i]/dataSize[i] - ((s[i] * s[i]) / (dataSize[i]*dataSize[i]));
> Please help correct me if I am wrong. Thanks

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