JMP 13 Predictive and Specialized Modeling

Boosted Tree Platform Overview

The Boosted Tree platform produces an additive decision tree model that is based on many smaller decision trees that are constructed in layers. The tree in each layer consists of a small number of splits, typically five or fewer. Each layer is fit using the recursive fitting methodology described in the “Partition Models” chapter. The only difference is that fitting stops at a specified number of splits. For a given tree, the predicted value for an observation in a leaf is the mean of all observations in that leaf.

The fitting process proceeds as follows:

1. Fit an initial layer.

2. Compute residuals. These ...