BART: Bayesian additive regression trees
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Abstract: We develop a Bayesian "sum-of-trees" model where each tree is constrained by a regularization prior to be a weak learner, and fitting and inference are accomplished via an iterative Bayesian backfitting MCMC algorithm that generates samples from a posterior. Effectively, BART is a nonparametric Bayesian regression approach which uses dimensionally adaptive random basis elements. Motivated by ensemble methods in general, and boosting algorithms in particular, BART is defined by a statistical model: a prior and a likelihood. This approach enables full posterior inference including point and interval estimates of the unknown regression function as well as the marginal effects of potential predictors. By keeping track of predictor inclusion frequencies, BART can also be used for model-free variable selection. BART's many features are illustrated with a bake-off against competing methods on 42 different data sets, with a simulation experiment and on a drug discovery classification problem.
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Cited in
(only showing first 100 items - show all)- Nonparametric machine learning for precision medicine with longitudinal clinical trials and Bayesian additive regression trees with mixed models
- Using BART to Perform Pareto Optimization and Quantify its Uncertainties
- Bayesian doubly robust estimation of causal effects for clustered observational data
- Local Linear Forests
- Learning algorithms to evaluate forensic glass evidence
- A Generalized Estimating Equation Approach to Multivariate Adaptive Regression Splines
- A flexible, interpretable framework for assessing sensitivity to unmeasured confounding
- Model guided adaptive design and analysis in computer experiment
- Bayesian approaches to include real-world data in clinical studies
- Nonparametric survival analysis using Bayesian additive regression trees (BART)
- Bayesian additive machine: classification with a semiparametric discriminant function
- Estimating Individual Treatment Effect in Observational Data Using Random Forest Methods
- A High-Fidelity Model to Predict Length of Stay in the Neonatal Intensive Care Unit
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- BART with targeted smoothing: an analysis of patient-specific stillbirth risk
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- Cluster-specific variable selection for product partition models
- A comparative analysis of different adjustment sets using propensity score based estimators
- Bayesian nonparametric adjustment of confounding
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- Comment: Contributions of model features to BART causal inference performance using ACIC 2016 competition data
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- Minimax optimal rates for Mondrian trees and forests
- Fair and Efficient Allocation of Scarce Resources Based on Predicted Outcomes: Implications for Homeless Service Delivery
- A penalized complexity prior for deep Bayesian transfer learning with application to materials informatics
- Adaptive Bayesian Sum of Trees Model for Covariate-Dependent Spectral Analysis
- Heteroscedastic BART via Multiplicative Regression Trees
- A simple approach for local and global variable importance in nonlinear regression models
- Accounting for shared covariates in semiparametric Bayesian additive regression trees
- Inferring synergistic and antagonistic interactions in mixtures of exposures
- Adaptive use of co-data through empirical Bayes for Bayesian additive regression trees
- A flexible Bayesian g-formula for causal survival analyses with time-dependent confounding
- Bayesian synthesis: combining subjective analyses, with an application to ozone data
- Local Gaussian Process Extrapolation for BART Models with Applications to Causal Inference
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- Comment
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- How do firms' financial conditions influence the transmission of monetary policy? A non-parametric local projection approach
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- Analyzing stochastic computer models: a review with opportunities
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- Modeling threshold interaction effects through the logistic classification trunk
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- Conformal Sensitivity Analysis for Individual Treatment Effects
- Heterogeneous Distributed Lag Models to Estimate Personalized Effects of Maternal Exposures to Air Pollution
- Deep learning for ranking response surfaces with applications to optimal stopping problems
- Monotonic effects of characteristics on returns
- Bayesian nonparametric regression with varying residual density
- An adaptive sampling scheme guided by BART -- with an application to predict processor performance
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- Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)
- Bayesian Deep Net GLM and GLMM
- Energy bagging tree
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- Simultaneous dimension reduction and variable selection in modeling high dimensional data
- Dynamic treatment regimes with interference
- A review of tree-based methods for analyzing survey data
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- Transnational machine learning with screens for flagging bid-rigging cartels
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