Regression tree and AIC

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Milica M
Milica M il 8 Apr 2019
Commentato: Milica M il 8 Apr 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?

Risposte (1)

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

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