What impurity measures do you know?

What impurity measures do you know?



Gini
-Gini=1−∑jp2jGini=1−∑jpj2

Information Gain/Deviance
-InformationGain=∑jpjlog2pjInformationGain=∑jpjlog2pj
-Better than Gini when pjpj are very small: multiplying very small numbers leads to rounding errors, we can instead take logs.

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