Start with a single leaf tree.
For each leaf:
  For each feature:
    Calculate the MCE induced by each split point.
    Choose the split with the lowest MCE.
Recurse. Stop when the number of samples assigned to a leaf is below a threshold or the tree depth reaches a threshold.


Example:
                  x1 < t1
                     |
       +-------------+------------+
       |                          |
       R1                      x2 < t3
                                  |
                          +-------+--------+
                          |                |
                         R2                R3