用Bregman散度统一解释分类回归树的构建机制
A Bregman Perspective on Classification and Regression Trees

- 以凸函数的Bregman散度为框架,统一流行的分裂准则
- 揭示生成函数几何性质对分裂稳定性和效果的影响
- 为多种树模型提供统一理论支撑,适合机器学习研究者
分类与回归树(CART)是统计学习中最重要范式之一。尽管针对不同统计模型提出了多种不纯度度量,但这些准则通常按个案引入并独立分析。本文从Bregman散度视角审视CART,将经典的最小二乘准则、泊松发散、Kullback-Leibler型损失及其他指数族模型相关的不纯度度量纳入统一框架。由此,CART方法的核心要素——节点代表、不纯度度量和分裂选择规则——可基于凸函数的通用性质表达与分析,而非依赖各模型特异性构造。除了算法形式化,我们还研究了基于Bregman的CART程序的理论性质,特别是生成凸函数的几何特性如何影响不纯度降低与递归划分的稳定性。此外,在该框架下建立了相合性结果,为一大类CART型过程提供了统一的理论处理。结果表明,许多经典CART不纯度准则可在Bregman框架中获得共同解释。
原文摘要 · Abstract (English)
Classification and Regression Trees (CART) constitute one of the most influential paradigms in statistical learning. Although a variety of impurity measures have been proposed for different statistical models, these criteria are typically introduced on a case-by-case basis and analyzed separately. In this paper, we study CART through the lens of Bregman divergences. This perspective places the classical least-squares criterion, Poisson deviance, Kullback-Leibler-type losses, and other impurity measures associated with exponential-family models within a common framework. As a result, key ingredients of the CART methodology -- including node representatives, impurity measures, and split selection rules -- can be expressed and analyzed through general properties of convex functions rather than through separate model-specific constructions. Beyond the algorithmic formulation, we investigate theoretical properties of Bregman-based CART procedures. In particular, we analyze how geometric properties of the generating convex function influence impurity reductions and stability of recursive partitions. We also establish consistency results within the proposed framework, providing a unified theoretical treatment for a broad family of CART type procedures. Our results provide a geometric interpretation of impurity-based tree construction and show that many classical CART impurity criteria admit a common interpretation within a Bregman framework.
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