Tree-structured regression and the differentiation of integrals

DOI10.1214/009053606000001000MaRDI QIDQ997366zbMATH OpenOpenAlexFDO

Authors Richard A. Olshen

Publication date 23 July 2007

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0708.0385

zbMATH Keywords

maximal functionsbinary tree-structured partition

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Empirical decision procedures; empirical Bayes procedures (62C12) Strong limit theorems (60F15) Continuity and differentiation questions (26B05) Abstract differentiation theory, differentiation of set functions (28A15)

Abstract: This paper provides answers to questions regarding the almost sure limiting behavior of rooted, binary tree-structured rules for regression. Examples show that questions raised by Gordon and Olshen in 1984 have negative answers. For these examples of regression functions and sequences of their associated binary tree-structured approximations, for all regression functions except those in a set of the first category, almost sure consistency fails dramatically on events of full probability. One consequence is that almost sure consistency of binary tree-structured rules such as CART requires conditions beyond requiring that (1) the regression function be in ${mathcalL}^1$, (2) partitions of a Euclidean feature space be into polytopes with sides parallel to coordinate axes, (3) the mesh of the partitions becomes arbitrarily fine almost surely and (4) the empirical learning sample content of each polytope be ``large enough. The material in this paper includes the solution to a problem raised by Dudley in discussions. The main results have a corollary regarding the lack of almost sure consistency of certain Bayes-risk consistent rules for classification.

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Cited in

(3)

• <b>CONSTRUCTION OF REGRESSION TREES ON INTERVAL-VALUED SYMBOLIC VARIABLES </b>
• Interactive Tree-Structured Regression via Principal Hessian Directions
• Remembering Leo Breiman

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Uses Software

• ElemStatLearn

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