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MNT: trees/forests/GBT: deprecate "friedman_mse" criterion
#32708
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| Training using "absolute_error" is significantly slower | ||
| than when using "squared_error". |
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Unrelated to this PR, but now that MAE criterion is at much 10x slower than the MSE, and usually more like 5x slower. Is it really significantly slower? It will still fit fairly fast for most tabular datasets (less than let's say 10M points).
"friedman_mse" criterion
| @pytest.mark.skip("Skip for now") | ||
| def test_huber_exact_backward_compat(): |
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I propose to delete this test, as the changes proposed by this PR are not exactly backward compatible, given that the criterion calculations now use a different but equivalent formula.
Another option would be to update it with the current values, but I feel that a such test prevents legitimate changes/improvements that slightly affect any calculation.
Reference Issues/PRs
Towards #32700 (deprecation before complete removal).
What does this implement/fix? Explain your changes.
FriedmanMSE(MSE)insklearn/tree/_criterion.pyx"friedman_mse"for trees & forests (if criterion="friedman_mse": criterion="squared_error"+ deprecation warning)criterionparam for gradient boosting