Covariance-Driven Regression Trees: Reducing Overfitting in CART
arXiv:2601.07281v1 Announce Type: new Abstract: Decision trees are powerful machine learning algorithms, widely used in fields such as economics and medicine for their simplicity and interpretability. However, decision trees such as CART are prone to overfitting, especially when grown deep or the sample size is small. Conventional methods to reduce overfitting include pre-pruning and post-pruning, which constrain the growth of uninformative branches. In this paper, we propose a complementary approach by introducing a covariance-driven splitting criterion for regression […]