Sample Complexity and Decision-Theoretic Guarantees for Bayesian Model Averaging over Decision Trees with Catalan-Exponential Priors

Jakaite, Livija, Schetinin, Vitaly

arXiv.org Machine Learning 

We ask: when do Bayesian model averaging (BMA) weights over decision trees carry sufficient epistemic information to justify committed exploitation of the averaging distribution? We answer this question in closed form for Bayesian decision trees (BDTs) with Dirichlet-Multinomial leaf models and a Catalan-exponential tree-size prior (Schetinin&Jakaite, 2025), establishing a complete non-asymptotic theory of rational commitment thresholds.