m-estimate for continuous values
问题 I'm building a custom regression tree and want to use m-estimate for pruning. Does anyone know how to calculate that. http://www.ailab.si/blaz/predavanja/UISP/slides/uisp07-RegTrees.ppt might help (slide 12, how should Em look like?) 回答1: There are a lot of m-estimates. They all boil down to recasting your estimation problem as a minimization problem. If you use squared error as the function you're minimizing, you just get sample mean. If you use absolute value of the error, you get the