Partition Tree: Conditional Density Estimation over General Outcome Spaces

arXiv:2602.04042v2 Announce Type: replace-cross Abstract: We propose Partition Tree, a novel tree-based framework for conditional density estimation over general outcome spaces that supports both continuous and categorical variables within a unified formulation. Our approach models conditional distributions as piecewise-constant densities on data-adaptive partitions and learns trees by directly minimizing conditional negative log-likelihood. This yields a scalable, nonparametric alternative to existing probabilistic trees that does not make parametric assumptions about the target distribution. We further introduce Partition Forest, a bagging extension obtained by averaging conditional densities. Empirically, we demonstrate improved probabilistic prediction over CART-style trees and competitive performance compared to state-of-the-art probabilistic tree methods and Random Forests.