Classification and Regression Trees

An algorithm for Classification and Regression using Decision Tree.

y^=f^(x)=∑m=1McmI{x∈Rm}\hat{y}=\hat{f}(x)=\sum_{m=1}^M c_m I\left\{x \in R_m\right\}
  • cmc_m average of all training samples in leaf RmR_m
  • minimize intra-class variances to get cutoff values