One standard error rule, classification in Matlab
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Hello All. I don´t understand this part of documentation of classification in Matlab:
Could you someone explain me, for what reason we use one standard error? What is purpose of it? Is any other documentation which explain it better?
Thank you in advance...
Ilya on 23 Feb 2016
The purpose is to simplify the tree without losing too much accuracy. One standard error is a heuristic rule. If one number is within one standard error from the other number, the two numbers can be thought of as statistically equal. The one standard error rule was introduced in the Classification and Regression Trees book by Breiman et al.; you might want to consult the book for more info.