[MRG] Add MAE formula in the regression criteria docs.
@@ -486,8 +486,10 @@ Regression criteria
-------------------
If the target is a continuous value, then for node :math:`m`,
-representing a region :math:`R_m` with :math:`N_m` observations, a common
-criterion to minimise is the Mean Squared Error
+representing a region :math:`R_m` with :math:`N_m` observations, common
+criteria to minimise are
+
+Mean Squared Error:
.. math::
@@ -495,6 +497,14 @@ criterion to minimise is the Mean Squared Error
H(X_m) = \frac{1}{N_m} \sum_{i \in N_m} (y_i - c_m)^2
+Mean Absolute Error:
+
+.. math::
+
+ \bar{y_m} = \frac{1}{N_m} \sum_{i \in N_m} y_i
+
+ H(X_m) = \frac{1}{N_m} \sum_{i \in N_m} |y_i - \bar{y_m}|
+
where :math:`X_m` is the training data in node :math:`m`
.. topic:: References:
