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Correcting Split Selection in Online Decision Trees via Anytime-Valid Inference

arXiv 2605.31239 ↗First posted 29 May 2026stat.ML cs.AI cs.LGcited by 0

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Abstract (arXiv)

Bagging-based ensembles, most notably Adaptive Random Forests, are among the strongest performers for learning from data streams. A common denominator across these methods is their reliance on Hoeffding Trees as base learners, which grow decision trees incrementally by testing whether a candidate split is significantly better than its alternatives using concentration inequalities. Despite their empirical success, existing variants lack valid statistical guarantees. Current analyses rely on fixed-sample concentration bounds, while split decisions are made using data-dependent stopping rules, which invalidates their guarantees and can drive the probabilty of incorrect splits to one. We introduce a principled alternative based on anytime-valid inference. Our method provides: (i) anytime-valid control of false splits under arbitrary data streams, including non-stationary settings; (ii) finite commitment time under a predictive advantage; and (iii) under stationary i.i.d. data, risk is monotone decreasing and strictly improves at every split. Empirically, we evaluate both standalone trees and their use within Adaptive Random Forests on non-stationary streams. Our method improves performance while producing substantially smaller trees.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 14 of its 37 references that are in the map. First posted on arXiv 29 May 2026.

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References · 14

  1. 2018Time-uniform, nonparametric, nonasymptotic confidence sequencescited by 220
  2. 2020Estimating means of bounded random variables by bettingcited by 164
  3. 2019Safe Testingcited by 98
  4. 2020River: machine learning for streaming data in Pythoncited by 96
  5. 2024Hypothesis testing with e-valuescited by 70
  6. 2021Tight Concentrations and Confidence Sequences from the Regret of Universal Portfoliocited by 42
  7. 2019Parameter-Free Online Convex Optimization with Sub-Exponential Noisecited by 28
  8. 2025Monitoring Risks in Test-Time Adaptationcited by 10
  9. 2020Adaptive XGBoost for Evolving Data Streamscited by 8
  10. 2023Are Ensembles Getting Better all the Time?cited by 6
  11. 2016Confidence Decision Trees via Online and Active Learning for Streaming (BIG) Datacited by 5
  12. 2018Test Martingales for bounded random variablescited by 5
2 more
  1. 2022Learning from Data Streams: An Overview and Updatecited by 5
  2. 2025DriftMoE: A Mixture of Experts Approach to Handle Concept Driftscited by 1

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