[scikit-learn] random forest regression with multiple output variables

Arnaud Joly arnaud4567 at gmail.com
Mon May 30 17:55:59 EDT 2016


Hi,


> On 29 May 2016, at 16:03, Roberto Pagliari <roberto.pagliari at 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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