A study on end-cut preference in least squares regression trees

Abstract

Regression trees are models developed to deal with multiple regression data analysis problems. These models fit constants to a set of axes-parallel partitions of the input space defined by the predictor variables. These partitions are described by a hierarchy of logical tests on the input variables of the problem. Several authors have remarked that the preference criteria used to select these tests have a clear preference for what is known as end-cut splits. These splits lead to branches with a few training cases, which is usually considered as counter-intuitive by the domain experts. In this paper we describe an empirical study of the effect of this end-cut preference on a large set of regression domains. The results of this study, carried out for the particular case of least squares regression trees, contradict the prior belief that these type of tests should be avoided. As a consequence of these results, we present a new method to handle these tests that we have empirically shown to have better predictive accuracy than the alternatives that are usually considered in tree-based models. © Springer-Verlag Berlin Heidelberg 2001.