Specify the default methods for
TreeNet®
Classification.
The changes you make to the defaults remain until you change them again, even
after you exit Minitab.
Criterion
for selecting optimal number of trees with binary response
Choose the method to generate your optimal model. You can compare the
results from several methods to determine the best choice for your application.
Maximum
loglikelihood:
The maximum likelihood method finds the maximum of the likelihood functions for
the data.
Maximum area under
ROC curve:
The maximum area under ROC curve method works well across many applications.
The area under the ROC curve measures how well the model ranks rows from most
likely to produce an event to least likely to produce an event. This option is
available with a binary response.
Minimum
misclassification rate:
Select this option to display results for the model that minimizes the
misclassification rate. The misclassification rate is based on a simple count
of how often the model predicts a case correctly or incorrectly.
Criterion for selecting optimal number of trees
with multinomial response
Choose the method to generate your optimal model. You can compare the
results from several methods to determine the best choice for your application.
Minimum
misclassification rate:
Select this option to display results for the model that minimizes the
misclassification rate. The misclassification rate is based on a simple count
of how often the model predicts a case correctly or incorrectly.
Maximum
loglikelihood:
The maximum likelihood method finds the maximum of the likelihood functions for
the data.
Maximum
terminal nodes per tree
and
Maximum tree
depth
You can also limit the size of the trees. Choose one of the following
to limit the size of the trees.
Maximum
terminal nodes per tree:
Enter a value between 2 and 2000 to represent the maximum number of terminal
nodes of a tree. Usually, 6 provides a good balance between calculation speed
and the investigation of interactions among variables. A value of 2 eliminates
the investigation of interactions.
Maximum tree
depth:
Enter a value between 2 and 1000 to represent the maximum depth of a tree. The
root node corresponds to a depth of 1. In many applications, depths from 4 to 6
give reasonably good models.
Missing value penalty
Enter a penalty value for a predictor with missing values. Because it
is easier to be a good splitter with less data, predictors with missing data
have an advantage over predictors without missing data. Use this option to
penalize predictors with missing data.
0.0 ≤ K ≤ 2.0, for example:
K = 0: Specifies no
penalty.
K = 2: Specifies
highest penalty.
High level category penalty
Enter a penalty value for categorical predictors that have many values.
Because categorical predictors with many levels can distort a tree due to their
increased splitting power, they have an advantage over predictors with less
levels. Use this option to penalize predictors with many levels.