= Cost-complexity tree pruning
{title2=$R_\alpha(T)=R(T)+\alpha|\mathcal L(T)|$}
Pruning balances a tree's empirical loss $R(T)$ against the number of leaves. Increasing $\alpha$ favors a nested sequence of smaller subtrees, obtained by removing splits with the smallest effective cost per removed leaf. Choose complexity using <cross-validation> or a <validation set>, and assess the selected tree on a separate <test set>. The loss can be deviance or misclassification loss; the chosen convention must be specified.
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