arxivstat.MEstat.ML2026-07-22
Twoblock clustering trees with coskewness-based dimension reduction: recovering piecewise multivariate linear regimes
The twoblock clustering tree (\tbtree) is introduced as a highly interpretable regression tree for multivariate responses. Twoblock trees are deterministic decision trees that have local multivariate linear models as their leaves and use dense or sparse twoblock dimension reducti…