Nikola Surjanovic

Title: An Efficient Approach to Pruning Regression Trees Using a Modified Bayesian Information Criterion
Time: 10:30 am (PST)
Location: Remote delivery

Abstract

By identifying relationships between regression tree construction and change-point detection, we show that it is possible to prune a regression tree efficiently using properly modified information criteria. We prove that one of the proposed pruning approaches that uses a modified Bayesian information criterion consistently recovers the true tree structure provided that the true regression function can be represented as a subtree of a full tree. In practice, we obtain simplified trees that have prediction accuracy comparable to trees obtained using standard cost-complexity pruning. We briefly discuss an extension to random forests that prunes trees adaptively in order to prevent excessive variance, building upon the work of other authors.