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Why pruning is not currently supported in scikit-learn? How can we tune the decision trees to make a workaround?

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This is something which is planned to be done. Setting the minimum number of samples required at a leaf node or a split as well as setting the maximum depth of the tree are how you want to work around this.

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I have performed Cost Complexity Pruning Algorithm on Sklearn's CART(Classification) model,

I have performed Error Complexity Pruning Algorithm on Sklearn's CART(Regression) model.

It is available here.

A relevant issue for sklearn about your question is here.

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Have a look at the 0.22 dev version of sklearn. Looks like tree pruning will be implemented in the next version.

https://scikit-learn.org/dev/whats_new.html section sklearn.tree

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