Smooth Sigmoid Surrogate (SSS): An Alternative to Greedy Search in Decision Trees

Greedy search (GS) or exhaustive search plays a crucial role in decision trees and their various extensions. We introduce an alternative splitting method called smooth sigmoid surrogate (SSS) in which the indicator threshold function used in GS is approximated by a smooth sigmoid function. This approach allows for parametric smoothing or regularization of the erratic and discrete GS process, making it more effective in identifying the true cutoff point, particularly in the presence of weak signals, as well as less prone to the inherent end-cut preference problem. Additionally, SSS provides a convenient means of evaluating the best split by referencing a parametric nonlinear model. Moreover, in many variants of recursive partitioning, SSS can be reformulated as a one-dimensional smooth optimization problem, rendering it computationally more efficient than GS. Extensive simulation studies and real data examples are provided to evaluate and demonstrate its effectiveness.