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How to Prune Regression Trees, Clearly Explained!!!

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Pruning Regression Trees is one the most important ways we can prevent them from overfitting the Training Data. This video walks you through Cost Complexity Pruning, aka Weakest Link Pruning, step-by-step so that you can learn how it works and see it in action.
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0:00 Awesome song and introduction
0:59 Motivation for pruning a tree
3:58 Calculating the sum of squared residuals for pruned trees
7:50 Comparing pruned trees with alpha.
11:17 Step 1: Use all of the data to build trees with different alphas
13:05 Step 2: Use cross validation to compare alphas
15:02 Step 3: Select the alpha that, on average, gives the best results
15:27 Step 4: Select the original tree that corresponds to that alpha
#statquest #regression #tree
NOTE: This StatQuest assumes you already know about...
For a complete index of all the StatQuest videos, check out:
If you'd like to support StatQuest, please consider...
Buying The StatQuest Illustrated Guide to Machine Learning!!!
...or...
...a cool StatQuest t-shirt or sweatshirt:
...buying one or two of my songs (or go large and get a whole album!)
...or just donating to StatQuest!
Lastly, if you want to keep up with me as I research and create new StatQuests, follow me on twitter:
0:00 Awesome song and introduction
0:59 Motivation for pruning a tree
3:58 Calculating the sum of squared residuals for pruned trees
7:50 Comparing pruned trees with alpha.
11:17 Step 1: Use all of the data to build trees with different alphas
13:05 Step 2: Use cross validation to compare alphas
15:02 Step 3: Select the alpha that, on average, gives the best results
15:27 Step 4: Select the original tree that corresponds to that alpha
#statquest #regression #tree
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