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I'm reading sklearn Decision Trees reference page.

In the advantages section, it is mentioned that 'Possible to validate a model using statistical tests. That makes it possible to account for the reliability of the model.'

Can someone please explain what statistical tests are performed to validate the DT model?

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I am assuming you are using the D.T. for binary classification for a moment. One of the first tests I learned (and still dam good) is the 2x2 contingency table or frequency table or marginal frequencies or 2-way tables (many names means it's been around a while). It is simple to use and can branch off into many other tests and areas. Such as;

  • Phi Coefficient of Association
  • Chi-Square Test of Association
  • Fisher Exact Probability Test
  • Accuracy and precision
  • F-score or F-measure, ...(to name a few)

I usually like Kahn Academy way over Wikipedia(hate their explanations).

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  • $\begingroup$ These are great alternatives even though some of them will not provide p values. $\endgroup$ – Venkatesh Gandi May 3 '20 at 4:29
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    $\begingroup$ I am afraid you are sadly mistaken, all of the above are or have associated statistical tests. $\endgroup$ – oaxacamatt May 3 '20 at 18:17
  • $\begingroup$ Ok, That is great, can you share some links to know more. $\endgroup$ – Venkatesh Gandi May 3 '20 at 18:39
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I got the answer to the question. What I understood from the statement is the validation of the DT model means the splitting criteria in DT is decided by a statistical test instead of Gini Index, Entropy/Information Gain. For more information, one can refer this.

I find another perspective of DT splits.

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  • $\begingroup$ I looked over the reference above, and IMHO, although it is correct, It does not promote a broader understanding of the issues and alternatives. my 2 cents $\endgroup$ – oaxacamatt May 2 '20 at 21:26

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