On the Pointwise Behavior of Recursive Partitioning and Its Implications for Heterogeneous Causal Effect Estimation

Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of experiments, where tree estimation and inference is conducted at specific values of the covariates. In this paper, we call into question the use of decision trees (trained by adaptive recursive partitioning) for such purposes by demonstrating that they can fail to achieve polynomial rates of convergence in uniform norm with …

applications behavior cs.lg decision decisions design dynamic effects inference math.st partitioning policy quantile recursive regression stat.ml stat.th treatment tree values