Regression tree and AIC

4 vues (au cours des 30 derniers jours)
Milica M
Milica M le 8 Avr 2019
Commenté : Milica M le 8 Avr 2019
Hello.
I have 20 predictors and some of them are correlated. I also have to fit a regression tree and choose best predictors using AIC. I used fitrtree, but I don't know how to calculate AIC. Could someone please help?

Réponses (1)

Peter Cook
Peter Cook le 8 Avr 2019
The default optimizer is Bayesian, could you extract the BIC & rescale it to AIC?
  1 commentaire
Milica M
Milica M le 8 Avr 2019
How can I do that?
I am sorry, this is new to me :)

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