Part of Advances in Neural Information Processing Systems 31 (NeurIPS 2018)
Tin D. Nguyen, Samory Kpotufe
We present a weighted-majority classification approach over subtrees of a fixed tree, which provably achieves excess-risk of the same order as the best tree-pruning. Furthermore, the computational efficiency of pruning is maintained at both training and testing time despite having to aggregate over an exponential number of subtrees. We believe this is the first subtree aggregation approach with such guarantees.