An introduction to decision trees

Decision trees are one of the major data structures in machine learning. Their inner workings rely on heuristics which, while satisfying to our intuitions, give remarkably good results in practice (notably when they are aggregated into "random forests"). Their tree structure also makes them readable by human beings, contrary to other "black box" approaches such as neural networks.

In this tutorial, we will see how decision trees work and provide a few theoretical justifications along the way. We will also (briefly) talk about their extension to random forests. To get started, you should already be familiar with the general setting of supervised learning.

Training of a decision tree

A decision tree models a hierarchy of tests on the values of its input, which are called attributes or features. At the end of these tests, the predictor outputs a numerical value or chooses a label in a pre-defined set of options. The former is called regression, the latter classification. For instance, the following tree could be used to decide if a French student finds a lecture interesting or not, i.e. classification in the binary set {oui, non} (French booleans ;p), based on the boolean attributes {motivation, surprenant, difficile} and a discrete attribute durée \def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \in {1 h, 2 h, 3 h}. We could also have made the last one a continuous attribute, but we'll come back to that.

Sample decision tree for the question "Is this presentation interesting?"

The input to our decision is called an instance and consists of values for each attribute. It is usually denoted by (x,y)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} (\bfx, y) where y\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} y is the attribute the tree should learn to predict and x=(x1,,xm)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \bfx = (x_1, \ldots, x_m) are the m\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} m other attributes. A decision tree is learned on a collection of instances T={(x,y)}\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T = \{(\bfx, y)\} called the training set.

Example of training set for the decision tree above
date motivation durée (h) difficile surprenant température (K)
11/03 oui 1 non oui 271
14/04 oui 4 oui oui 293
03/01 non 3 oui non 297
25/12 oui 2 oui non 291
... ... ... ... ... ...

Given our observations T={(x,y)}\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T = \{ (\bfx, y) \}, we now want to build a decision tree that predicts y\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} y given new instances x\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \bfx. As of today (2011) there are essentially two families of algorithms to do this: Quinlan trees and CART trees. Both follow a divide-and-conquer strategy that we can sum up, for discrete attributes, by the following pseudocode:

1:  DecisionTree(T: training set):
2:      if "stop condition":
3:          return leaf(T)
4:      choose the "best" attribute i between 1 and m
5:      for each value v of i:
6:          T[v] = {(x, y) from T such that x_i = v}
7:          t[v] = DecisionTree(T[v])
8:      return node(i, {v: t[v]})

In what follows, we use uppercase T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T for training sets and lowercase t\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} t for trees. A tree is either a leaf leaf(T), where we save a subset T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T of the original training set, or a node node(i, {v: t[v]}) that tests attribute i\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} i and has a child tree tv\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} t_v for each potential value v\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} v of the attribute. The two statements with quotation marks correspond to heuristics specific to each algorithm:

Stop condition:
The condition used to decide when it is time to produce an answer rather than grow the tree to better fit the data. For instance, the condition T=1\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} |T| = 1 will produce detailed trees with excellent score on the training set (for each instance (x,y)T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} (\bfx, y) \in T the tree will predict exactly y\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} y given x\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \bfx) but quite deep and not likely to generalize well outside of this set due to overfitting.
Best attribute:
The goal of this heuristic is to evaluate locally what attribute yields the "most information" on (or is the "most correlated" to) the result to predict. We will see examples of such criteria below.

When learning a continuous attribute xiR\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} x_i \in \mathbb{R}, we adapt the above pseudocode by selecting a split value v\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} v corresponding to a test xiv\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} x_i \leq v. We will denote by node(i, v, t[≤], t[>]) the corresponding node constructor. In the particular case where all attributes are continuous, the resulting decision tree is a binary tree.

Regression

Let us consider first the case of regression, that is, when the value to predict is a real number. Once our tree is built, regressing a new instance x\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \bfx amounts to traversing a branch as follows:

 1:  Regress(x, t)
 2:      if t is a leaf(Tf):
 3:          return the average of y's in Tf
 4:      else if t is a node(i, v, t_left, t_right):
 5:          if x[i] <= v:
 6:              return Regress(x, t_left)
 7:          else (x[i] > v):
 8:              return Regress(x, t_right)
 9:      else (t is a node(i, {v -> t[v]})):
10:          return Regress(x, t[x[i]])

This exploration ends up in a leaf f\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} f built on a training set Tf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T_f, which we denoted in pseudocode as leaf(Tf). Let us define Yf:={y(x,y)Tf}\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} Y_f := \{ y | \exists (\bfx, y) \in T_f \}. The value predicted at the end of the regression process is the average y\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \overline{y} of Yf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} Y_f. The more the distribution of yYf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} y \in Y_f is concentrated around y\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \overline{y}, the better the prediction will be. Equivalently, the higher the dispersion of these values, the worse the prediction. CART trees thus use the variance σ2\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \overline{\sigma}^2 of Yf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} Y_f to measure this dispersion and evaluate the "quality" of the leaf f\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} f.

Choosing a split attribute

CART also uses this variance criterion to choose the best split attribute at line 4 of our DecisionTree(T) constructor. A given attribute i\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} i yields a partition T=viTvi\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T = \cup_{v_i} T_{v_i} of the training set T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T, where each subset Tvi\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T_{v_i} has its own variance V(Tvi)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \mathbb{V}(T_{v_i}). Variance after selecting i\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} i as split attribute is then, for an instance (x,y)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} (\bfx, y) drawn uniformly at random from T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T:

Vi=viTviTV(Tvi)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} V_i = \sum_{v_i} \frac{|T_{v_i}|}{|T|} \mathbb{V}(T_{v_i})

The attribute i\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} i^* that minimizes this value is (heuristically) considered as the best attribute. We will see in the next section how this choice of minimizing variance is not only heuristic: it is also intrinsically linked to minimizing a mean squared error.

Why minimize variance?

One of the main assumptions in machine learning is that instances (x,y)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} (\bfx, y) are drawn independently from the same unknown probability distribution P\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} P. We can therefore see our (x,y)T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} (\bfx, y) \in T as realizations of i.i.d. random variables X\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \bfX and Y\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} Y (the two of them possibly correlated). Similarly, leaf values yYf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} y \in Y_f are i.i.d. realizations of the random variable Yf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} Y_f obtained by conditioning Y\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} Y upon the events {Xi or >v}\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \{X_i \leq \ \mathrm{or} \ > v\} tested along the branch from the root of our decision tree to the leaf f\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} f. With this in mind, we can interpret y\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \overline{y} as an estimator for E(Yf)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \mathbb{E}(Y_f). Its mean squared error is then:

E[(Yfy)2]=E[(YfE(Yf)+E(Yf)y)2]=(yE(Yf))2+E[(YfE(Yf))2]\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \begin{align*} \mathbb{E}\left[(Y_f - \overline{y})^2\right] & = \mathbb{E}\left[ (Y_f - \mathbb{E}(Y_f) + \mathbb{E}(Y_f) - \overline{y})^2\right] \\ & = (\overline{y} - \mathbb{E}(Y_f))^2 + \mathbb{E}\left[ (Y_f - \mathbb{E}(Y_f))^2 \right] \end{align*}

In this calculation, y\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \overline{y} and E(Yf)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \mathbb{E}(Y_f) are constants. The second term in the final sum is exactly the variance σ2\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \sigma^2 of Yf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} Y_f, which CART trees estimate via σ2\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \overline{\sigma}^2. Minimizing σ\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \overline{\sigma} for a leaf f\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} f thus aims at minimizing this second term, but also the first one! Since y\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \overline{y} is an arithmetic average

y=1YfyYfy=1ki=1kYf[i]\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \overline{y} = \frac{1}{|Y_f|} \sum_{y \in Y_f} y = \frac{1}{k} \sum_{i=1}^k Y_f[i]

of realizations of Yf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} Y_f (the random variable, not the set of values—sorry for the overlapping notations), we have ET(y)=E(Yf)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \mathbb{E}_T(\overline{y}) = \mathbb{E}(Y_f) and VT(y)=σ2/n\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \mathbb{V}_T(\overline{y}) = \sigma^2 / n. Here the index T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T means that expectations are taken over all possible training sets with fixed size T=n\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} |T| = n, with the size of the leaf set also fixed Yf=k\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} |Y_f| = k. Consequently, Markov's inequality yields:

P[(yE(Yf))2>x]<σ2kx,\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \mathbb{P}\left[ (\overline{y} - \mathbb{E}(Y_f))^2 > x \right ] < \frac{\sigma^2}{k x},

which shows handwavingly how minimizing the variance σ\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \sigma will also concentrate the distribution of y\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \overline{y} around E(Yf)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \mathbb{E}(Y_f), and thus reduce the first term in the mean squared error of our estimator.

Classification

The logic for classification is similar to regression:

 1:  Classify(x, t)
 2:      if t is a leaf(Tf):
 3:          return the majority class in Tf
 4:      else if t is a node(i, v, t_left, t_right):
 5:          if x[i] <= v:
 6:              return Classify(x, t_left)
 7:          else (x[i] > v):
 8:              return Classify(x, t_right)
 9:      else (t is a node(i, {v -> t[v]})):
10:          return Classify(x, t[x[i]])

If a majority of instances in Tf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T_f belong to the same class c{1,,C}\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} c \in \{ 1, \ldots, C \}, then c\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} c is the best prediction we can make, and the fraction {(x,y)Tfy=c}/Tf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} |\{ (\bfx, y) \in T_f | y = c \}| / |T_f| of instances in Tf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T_f that belong to class c\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} c is an indicator of the "sureness" of our prediction. When this ratio is roughly the same for all classes, predicting the most frequent class in Tf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T_f still sounds reasonable, yet keeping in mind that the quality of the prediction is low.

Measuring leaf homogeneity

These observations highlight how in classification a decision tree is all the better when (the instances in) its leaves are homogeneous. We can then measure the heterogeneity of a leaf the same way we measured variance for regression. Let p1,,pC\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} p_1, \ldots, p_C denote the relative frequencies of classes c{1,,C}\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} c \in \{1, \ldots, C\} in Tf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T_f, and let c=argmaxipi\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} c^* = \arg\max_i p_i denote the most frequent class. There are three main leaf heterogeneity measures in the literature:

Error rate:
e(Tf):=1pc\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} e(T_f) := 1 - p_{c^*}, the classification error rate of our algorithm over the training set.
Gini criterion:
e(Tf):=cpc(1pc)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} e(T_f) := \sum_c p_c (1 - p_c), which corresponds to the classification error rate over the training set of a randomized algorithm that would return class c\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} c with probability pc\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} p_c (rather than deterministically returning c\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} c^*). This measure is used in CART trees.
Entropy:
e(Tf):=cpclogpc\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} e(T_f) := - \sum_c p_c \log p_c, which estimates the entropy of the class c\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} c from an instance (x,c)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} (\bfx, c) drawn uniformly at random from Tf\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T_f. This measure is used in ID3 and C4.5 trees.

Choosing a split attribute

The leaf heterogeneity measure is also used to select the split attribute: if an attribute i\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} i partitions T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T into T=viTvi\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T = \cup_{v_i} T_{v_i}, then every sub-tree Tvi\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T_{v_i} has its own heterogeneity e(Tvi)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} e(T_{v_i}). The error we expect from our prediction after branching to the next sub-tree, for an instance drawn uniformly at random from T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T, is accordingly:

ei=viTviTe(Tvi)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} e_i = \sum_{v_i} \frac{|T_{v_i}|}{|T|} e(T_{v_i})

The attribute i=argminiei\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} i^* = \arg\min_i e_i that minimizes this error is (heuristically) considered as the best attribute, to be used at line 4 of our DecisionTree(T) constructor.

Extensions

Decision trees as we described them have a number of limitations:

  • The overall optimization problem is NP-complete for several optimality criteria, which is why we turned to heuristics.
  • The learning procedure is static: trees are not designed to learn incrementally from new instances that would continuously extend the training set.
  • They are sensitive to noise and have a tendency to overfit, that is, to learn relationships between both data and noise present in the training set.

There are solutions to these problems that work directly on trees, notably pruning (more details here and here). In practice, it is often more convenient to go for one of the techniques that follow, bagging and random forests, to alleviate overfitting while keeping the implementation simple.

Bagging

The word bagging is an acronym for "bootstrap aggregating". It is a meta-algorithm that combines two techniques, guess which:

Bootstrapping:
a bootstrap of set T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T is another set obtained by drawing T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} |T| times elements from T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T uniformly at random and putting them back. Bootstrapping from a training set T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T yields a new set T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T' that has on average 1e163%\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} 1 - e^{-1} \approx 63\% unique instances from T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T, when T\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T is a big set.
Aggregating:
suppose we produce a sequence of bootstraps T1,,Tm\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T'_1, \ldots, T'_m, and we use each bootstrap Ti\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} T'_i to train a predictor ti\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} t_i (for us it will be a decision tree, although the technique could apply to any family of predictors). Given an instance (x,y)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} (\bfx, y), we regress each tree to obtain a set of predictions y1,,ym\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} y_1, \ldots, y_m, and aggregate them into an arithmetic average y=iyi/m\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \overline{y} = \sum_i y_i/m.

Bagging improves decision trees on several points: it smoothens out their instability (where small perturbations in the training set can yield a completely different tree due to the selection of a different early splitting attribute), and makes predictions that are less sensitive to overfitting. The price to pay is a loss in readability: bagged predictions are not the product of a "reasoning", as was the case with a singular decision tree, rather a consensus over several "reasonings" that potentially look at radically different sets of attributes.

As of 2011, our theoretical understanding of bagging is still fairly limited: a few arguments help us understand its impact and suggest conditions in which they improve predictions, but we don't have a clear model in which we can express and measure this impact.

Random forests

Proposed in 2002 by Leo Breiman and Adele Cutler, random forests modify the DecisionTree(T) constructor to build trees that are better suited to bagging. There are two main changes:

Attribute sampling:
Line 4 of our algorithm, rather than choosing i\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} i in the set of available attributes A={1,,m}\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} A = \{1, \ldots, m\}, we draw a subset AA\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} A' \subset A of size A=mm\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} |A'| = m' \leq m uniformly at random (for regression, the authors suggest mm/3\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} m' \approx m/3) and choose our heuristically best attribute i\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} i^* in A\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} A'. The goal of this step is to reduce the correlation between the several trees we train from the same training set, e.g. avoiding that they all choose the same split attribute at the root if one attribute turns out to seem consistenly better than the others, allowing for "independent thought" in a fraction of the trees that choose to ignore it at first. Intuitively, correlation means consensus, and too strong of a consensus reaps off the benefits of bagging.
Stop condition:
Trees are grown as deep as possible, i.e., our stop condition happens as late as possible (for instance Tf<10\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} |T_f| < 10 or Yf=1\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} |Y_f| = 1) within the limits of our computation power. Thus, our predictors try to learn as much as possible from their data, their individual overfitting and sensitivity to noise in the training set being compensated for later by bagging.

For further details on random forests, see the manuscript by Breiman and Cutler, or the The Elements of Statistical Learning: Data Mining, Inference, and Prediction by Hastie et al.

To go further

You can find the algorithms described above implemented in Python with SQLite in the PyDTL library, which is open source and distributed under the LGPLv3 license. It draws from both CART and C4.5 trees and is geared toward growing random forests. Decision trees are also implemented in other software such as milk (Python), Orange and Weka (Java).

Here comes the end of our introduction to decision tree learning. There are likely many points to improve in it: feel free to write me if you have any question or suggestion. For a deeper study of these techniques, and of supervised learning in general, I highly recommend The Elements of Statistical Learning: Data Mining, Inference, and Prediction by Hastie et al.

This tutorial is a translation of Une introduction aux arbres de décision, a note I wrote in 2011 after my internship at INRIA with Marc Lelarge. Warm thanks to Marc for supporting this work, for our discussions, and the cool topics we worked on :-)

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