Boosted Tree

Fit Many Layers of Trees, Each Based on the Previous Layer

The Boosted Tree platform is available only in JMP Pro.

Boosting is the process of building a large, additive decision tree by fitting a sequence of smaller decision trees, called layers. The tree at each layer consists of a small number of splits. The tree is fit based on the residuals of the previous layers, which allows each layer to correct the fit for bad fitting data from the previous layers. The final prediction for an observation is the sum of the predictions for that observation over all of the layers.

Figure 6.1 Example of Boosted Tree Layers 

Contents

Overview of the Boosted Tree Platform

Example of Boosted Tree with a Categorical Response

Example of Boosted Tree with a Continuous Response

Launch the Boosted Tree Platform

Specification Window

The Boosted Tree Report

Model Validation - Set Summaries

Specifications

Overall Statistics

Cumulative Validation

Boosted Tree Platform Options

Statistical Details for the Boosted Tree Platform

Overfit Penalty