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

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Statistical Details for the Boosted Tree Platform
This section describes details specific to the Boosted Tree Platform. For details about recursive decision trees, see Statistical Details for the Partition Platform in Partition Models.
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 3/19/2020