Overfit Penalty | JMP 13.2

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Predictive and Specialized Modeling • Boosted Tree • Statistical Details for the Boosted Tree Platform • Overfit Penalty

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Overfit Penalty

When the response is categorical, a parametric penalty is imposed. For each layer, the estimates minimize the negative log-likelihood plus the penalty value multiplied by the sum of squares of the estimates for each observation. This penalty encourages each new layer not to overfit the training data.

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Help created on 9/19/2017