Asymptotically Optimal Regression Trees Article Swipe
Regression trees are evaluated with respect to mean square error (MSE), mean integrated square error (MISE), and integrated squared error (ISE), as the size of the training sample goes to infinity. The asymptotically MSE- and MISE minimizing (locally adaptive) regression trees are characterized. Under an optimal tree, MSE is O(n^{-2/3}). The estimator is shown to be asymptotically normally distributed. An estimator for ISE is also proposed, which may be used as a complement to cross-validation in the pruning of trees.
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Metadata
- Type
- preprint
- Language
- en
- Landing Page
- https://ideas.repec.org/p/hhs/lunewp/2018_012.html
- OA Status
- green
- References
- 14
- Related Works
- 20
- OpenAlex ID
- https://openalex.org/W2898409595
All OpenAlex metadata
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W2898409595Canonical identifier for this work in OpenAlex
- Title
-
Asymptotically Optimal Regression TreesWork title
- Type
-
preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2018Year of publication
- Publication date
-
2018-01-01Full publication date if available
- Authors
-
Erik MohlinList of authors in order
- Landing page
-
https://ideas.repec.org/p/hhs/lunewp/2018_012.htmlPublisher landing page
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
-
https://lup.lub.lu.se/record/ddbfc5e8-172a-4391-9e5f-8e25b5818515Direct OA link when available
- Concepts
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Mean squared error, Mathematics, Estimator, Statistics, Complement (music), Regression, Minimum mean square error, Asymptotically optimal algorithm, Applied mathematics, Mathematical optimization, Biology, Phenotype, Biochemistry, Complementation, GeneTop concepts (fields/topics) attached by OpenAlex
- Cited by
-
0Total citation count in OpenAlex
- References (count)
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14Number of works referenced by this work
- Related works (count)
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20Other works algorithmically related by OpenAlex
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