On the Convergence of CART under Sufficient Impurity Decrease Condition

Part of Advances in Neural Information Processing Systems 36 (NeurIPS 2023) Main Conference Track

Bibtex Paper Supplemental

Authors

Rahul Mazumder, Haoyue Wang

Abstract

The decision tree is a flexible machine-learning model that finds its success in numerous applications. It is usually fitted in a recursively greedy manner using CART. In this paper, we study the convergence rate of CART under a regression setting. First, we prove an upper bound on the prediction error of CART under a sufficient impurity decrease (SID) condition \cite{chi2020asymptotic} -- our result is an improvement over the known result by \cite{chi2020asymptotic} under a similar assumption. We show via examples that this error bound cannot be further improved by more than a constant or a log factor. Second, we introduce a few easy-to-check sufficient conditions of the SID condition. In particular, we show that the SID condition can be satisfied by an additive model when the component functions satisfy a ``locally reverse Poincare inequality". We discuss a few familiar function classes in non-parametric estimation to demonstrate the usefulness of this conception.