The HPFOREST Procedure

A splitting rule that uses a categorical variable might not recognize all possible values of the variable. Some categories might not exist in the training data. Others might be so infrequent in the training sample in the node that the procedure excludes them. The MINCATSIZE= option specifies the minimum number of occurrences required for a categorical value to participate in the search for a splitting rule. Splitting rules assign unseen categorical values to the branch that has the most in-bag training observations.