_{m=0} \sum_{t \in \cT_m} \left( \sum_u P^{\wh {\bd \gamma}, \bd f}_m(u|x) \wh Q^{\wh {\bd \gamma}, \bd f}_t(x,u) - P(u|x) \wh Q^{\wh {\bd \gamma}, \bd f}_t(x,u)\right) + C_{\cF} \sum^M_{m=0} \sum_{t \in \cT_m}\| \mu^{\wh {\bd \gamma}, \bd f}_t - \pi^{\wh {\bd \gamma}, \bd f}_m \|_0,\end{aligned}$$ where 