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The idea is to
divide up the input space into a
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disjoint set of
regions and to use a very simple
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estimator of the
output for each region
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For
regression, the predicted output is just the
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mean
of the training data in that region.
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But we
could fit a linear function in each region
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For
classification the predicted class is just
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the
most frequent class in the training data in
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that
region.
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We
could estimate class probabilities by the
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frequencies
in the training data in that region.
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