The complexity penalty is an additional term in GMDH that is added to a Selection Criterion which makes the evaluation of the model worse if the model is too complex.
In Smart GMDH, the complexity penalty is set in the Model Complexity option. Refer to GMDH Smart Training Criteria for details.
In Advanced GMDH, the complexity penalty is determined by the choice of Selection Criterion. Refer to GMDH Advanced Training Criteria for details.