Why is my resubLoss so high?
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Hi, I have used the function rtree =RegressionTree.fit(X,Y), afterwards I have used the function resubLoss(rtree). I got a really resubLoss (or MSE). I have read that sometimes it is better to use th RMSE in order to have the result in the same dimension as the data. Might this be the problem? How would I change resubLoss in order to calculate the root of it?
Thank you :)
Shashank Prasanna on 9 Jul 2014
Maybe a single regression tree is not sufficient to model your data. You may want to try using an ensemble of bagged trees.
To answer your original question, you can simply take the square root of the output
Alternatively, you can specify your own loss function: