On Stopping Rules and Spatial Adaptation for CART

Excerpt

arXiv:2608.15649v1 Announce Type: cross Abstract: The popular CART algorithm for regression trees combines a greedy splitting rule with a stopping rule, but while the splitting rule has been well studied, the statistical role of stopping rules is less well understood. Meanwhile, although regression trees fit using Bayesian methods or via empirical risk minimization (ERM) have been shown to be spatially adaptive to local smoothness and anisotropy, it is unknown whether CART can achieve the same a