Interactive Tree-Structured Regression via Principal Hessian Directions
基于主 Hessian 方向的交互式树结构回归
An interactive approach to tree-structured regression is introduced. Unlike other procedures driven by cost optimization, this approach focuses on the exploration of geometric information in the data. The procedure begins with finding a direction along which the regression surface bends the most. This direction is used for splitting the data into two regions. Within each region, another direction is found, and the partition is made in the same manner. The process continues…