“…The MSE is defined as , where X i , i =1,…,1000 are the covariates from the test set. - Proportion of correct trees: For a continuous covariate the probability of getting exactly the correct split point is zero. Following the work of Steingrimsson et al, we define a tree to be correct if it splits on all variables the correct number of times independently of the ordering or the selection of splitting point.
- Number of noise variables: The average number of times the tree splits on the noise variables ( X (1) − X (5) for the homogeneous treatment effect setting and X (2) − X (5) for the heterogeneous treatment effect setting).
- Pairwise prediction similarity: Let I T ( i , j ) and I M ( i , j ) be indicators whether participants i and j have the same prediction when run down the true tree and the fitted tree, respectively. Pairwise prediction similarity is defined as Hence, pairwise prediction similarity measures the ability of the algorithms to separate participants into different risk groups.
- Time: Average time in seconds it takes to build the models.
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