Construct, prune, and validate regression and classification trees.
Free SOA Exam PA (Predictive Analytics) lesson in Tree-Based Models. 14 min read, ~2,070 words.
Classification splits maximize purity gain, measured by entropy or Gini impurity; both are zero at a pure node. Regression trees split to minimize within-node residual sum of squares and predict the node mean. rpart control parameters: cp, minsplit, minbucket, maxdepth all limit tree growth to fight overfitting. cp is the...
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What this lesson covers
- Content
- Example 1
- Example 2
- Common Mistakes
- Check Your Understanding
- Exam Shortcuts
Learning objectives
- 5a
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