Selective Inference for CART with Binary Outcomes

📅 2026-09-21
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本文针对二分类树中选择性推断问题,提出了一种基于确定性Gini CART的有限样本条件检验方法,并通过蒙特卡洛模拟验证了其在不同条件下的有效性。
📝 Abstract
Binary classification trees select subgroups using the same outcomes later used to assess their differences. We develop finite-sample conditional tests of a common success probability within a parent selected by deterministic Gini CART. The construction retains all eligible cutpoints and conditions on the selected split, its ancestor path, the parent success total, and outside outcomes. The resulting uniform label fiber gives an exact count distribution, while a reversible parallel Monte Carlo construction yields super-uniform inclusive and exactly uniform tie-randomized p-values for any prespecified finite run budget. Within a two-child constant-risk model, the selected count law is an exponential family with information equal to its conditional count variance. We separate information loss from computational limitations and exhibit a selected fiber disconnected under single-label swaps. Simulations with 200 or 400 observations, ten independent or correlated predictors, and trees of depth three show conservative inclusive tests and nontrivial power for large risk differences. At 400 observations and a generating risk difference of 0.4, randomized rejection conditional on reaching the prespecified third-level target is 51--71\%, while selection followed by rejection occurs in 11--21\% of datasets. Smaller signals remain difficult to detect, and a representative fivefold increase in computation gives little power improvement. The guarantee concerns parent homogeneity, or equality of two constant child risks, and does not cover equality of heterogeneous regional averages.
Problem

Research questions and friction points this paper is trying to address.

Selective Inference
CART
Binary Outcomes
Conditional Tests
Gini
Innovation

Methods, ideas, or system contributions that make the work stand out.

finite-sample conditional tests
deterministic Gini CART
reversible parallel Monte Carlo construction
super-uniform p-values
selected fiber disconnected
T
Tomoshige Nakamura
Faculty of Health Data Science, Juntendo University