Prune decision trees.

Free CAS MAS-II (Modern Actuarial Statistics II) lesson in Statistical Learning. 15 min read, ~2,180 words.

Why prune: a fully grown tree has low bias and explosive variance; pruning collapses high-variance leaves to lower test error. Grow a deliberately large tree first, then prune. Pre-pruning is myopic because it stops on locally weak splits that enable strong later ones. Cost-complexity pruning minimizes, where is the number...