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Main Authors: Kouarfate, Iro René, Dion, Maxime, MacKay, Anne, Pigeon, Mathieu
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2605.06528
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author Kouarfate, Iro René
Dion, Maxime
MacKay, Anne
Pigeon, Mathieu
author_facet Kouarfate, Iro René
Dion, Maxime
MacKay, Anne
Pigeon, Mathieu
contents Tree-based regression models are widely used in supervised learning, with the Classification and Regression Tree (CART) algorithm serving as a standard reference. CART construction involves solving a sequence of split-selection optimization problems. For categorical predictors, this problem can be formulated as a combinatorial fractional optimization problem. This structure makes the exact optimization computationally challenging and leads to standard implementations that rely on greedy heuristics, which may result in suboptimal splits. In this work, we reformulate this fractional problem and apply Dinkelbach (1967) algorithm to convert it into a Quadratic Unconstrained Binary Optimization (QUBO) problem. Using state-of-the-art QUBO solvers, we obtain QUBO-based regression trees with predictive performance comparable to standard CART while yielding higher-quality split solutions. These results highlight the potential of QUBO formulations for improving tree-based learning methods and open perspectives for future hybrid classical--quantum implementations.
format Preprint
id arxiv_https___arxiv_org_abs_2605_06528
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle QUBO-Based Calibration for Regression Trees
Kouarfate, Iro René
Dion, Maxime
MacKay, Anne
Pigeon, Mathieu
Computation
Tree-based regression models are widely used in supervised learning, with the Classification and Regression Tree (CART) algorithm serving as a standard reference. CART construction involves solving a sequence of split-selection optimization problems. For categorical predictors, this problem can be formulated as a combinatorial fractional optimization problem. This structure makes the exact optimization computationally challenging and leads to standard implementations that rely on greedy heuristics, which may result in suboptimal splits. In this work, we reformulate this fractional problem and apply Dinkelbach (1967) algorithm to convert it into a Quadratic Unconstrained Binary Optimization (QUBO) problem. Using state-of-the-art QUBO solvers, we obtain QUBO-based regression trees with predictive performance comparable to standard CART while yielding higher-quality split solutions. These results highlight the potential of QUBO formulations for improving tree-based learning methods and open perspectives for future hybrid classical--quantum implementations.
title QUBO-Based Calibration for Regression Trees
topic Computation
url https://arxiv.org/abs/2605.06528