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Intel(R) DAAL v. 2018 introduced support for Decision Forest algorithm for both classification and regression. This implementation includes calculation of Gini index for classification, variance for regression split criteria, generalization error, and variable importance measures such as Mean Decrease Impurity and Mean Decrease Accuracy. You can find more details, including example of the code as well as some performance considerations and results on this topic into dedicated article here: https://software.intel.com/en-us/articles/intel-data-analytics-acceleration-library-decision-forest
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