TY - JOUR TI - On Mean Squared Error of Hierarchical Estimator AU - Brodowski, Stanisław TI - On Mean Squared Error of Hierarchical Estimator AB - 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. VL - 2011 IS - Volume 20 PY - 2012 SN - 1732-3916 C1 - 2083-8476 SP - 83 EP - 99 DO - 10.4467/20838476SI.11.004.0290 UR - https://ejournals.eu/en/journal/schedae-informaticae/article/on-mean-squared-error-of-hierarchical-estimator KW - Hierarchial Estimator KW - hierarchical model KW - regression KW - function approximation KW - error KW - theorem