Classification and Regression Trees

An algorithm for Classification and Regression using Decision Tree.

$\hat{y}=\hat{f}(x)={\sum }_{m=1}^M{c}_{m}I\left\{x\in R_m\right\}$

• $c_m$ average of all training samples in leaf $R_m$
• minimize intra-class variances to get cutoff values