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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(only showing first 100 items - show all)- Multiple imputation for sharing precise geographies in public use data
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- Flexible sensitivity analysis for observational studies without observable implications
- Maximum relevance minimum common redundancy feature selection for nonlinear data
- A Bayesian non-parametric modeling to estimate student response to ICT investment
- Model Interpretation Through Lower-Dimensional Posterior Summarization
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- Log-linear Bayesian additive regression trees for multinomial logistic and count regression models
- A Bayesian regression tree approach to identify the effect of nanoparticles' properties on toxicity profiles
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- Variable selection for BART: an application to gene regulation
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- Tree ensembles with rule structured horseshoe regularization
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- A Semiparametric Bayesian Approach to Dropout in Longitudinal Studies With Auxiliary Covariates
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- cjbart
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