Piecewise Constant and Linear Regression Trees: An Optimal Dynamic Programming Approach
Published in Proceedings of ICML-24, 2024
We use DP to generate optimal regression trees with constant and (simple) linear regression models in the leaf node. Our method improves scalability by one or more orders of magnitude in comparison to the state-of-the-art.
Recommended citation: Van den Bos, M., van der Linden, J. G. M., & Demirović, E. (2024). "Piecewise Constant and Linear Regression Trees: An Optimal Dynamic Programming Approach." Proceedings of ICML-24.
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