%0 Journal Article %T On Mean Squared Error of Hierarchical Estimator %A Brodowski, Stanisław %J Schedae Informaticae %V 2011 %R 10.4467/20838476SI.11.004.0290 %N Volume 20 %P 83-99 %K Hierarchial Estimator, hierarchical model, regression, function approximation, error, theorem %@ 1732-3916 %D 2012 %U https://ejournals.eu/en/journal/schedae-informaticae/article/on-mean-squared-error-of-hierarchical-estimator %X In this paper a new theorem about components of the mean squared error of Hierarchical Estimator is presented. Hierarchical Estimator is a machine learning meta-algorithm that attempts to build, in an incremental and hierarchical manner, a tree of relatively simple function estimators and combine their results to achieve better accuracy than any of the individual ones. The components of the error of a node of such a tree are: weighted mean of the error of the estimator in a node and the errors of children, a non-positive term that descreases below 0 if children responses on any example dier and a term representing relative quality of an internal weighting function, which can be conservatively kept at 0 if needed. Guidelines for achieving good results based on the theorem are brie discussed.