Tree ensembles with rule structured horseshoe regularization

DOI10.1214/18-AOAS1157zbMath1412.62169arXiv1702.05008OpenAlexW2963152037MaRDI QIDQ1728658

Malte Nalenz, Mattias Villani

Publication date: 25 February 2019

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.05008

zbMATH Keywords

predictionclassificationBayesian modelnonlinear regressiondecision treesMCMCinterpretation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) General nonlinear regression (62J02)

Related Items (7)

Bayesian additive regression trees in spatial data analysis with sparse observations ⋮ Marginally Calibrated Deep Distributional Regression ⋮ DOLDA: a regularized supervised topic model for high-dimensional multi-class regression ⋮ Tree ensembles with rule structured horseshoe regularization ⋮ Lasso meets horseshoe: a survey ⋮ Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection ⋮ horserule

Uses Software

• R
• BayesTree
• BayesLogit
• ENDER
• XGBoost
• LightGBM
• BartPy

Cites Work

• Unnamed Item
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• Tree ensembles with rule structured horseshoe regularization
• Stacked regressions
• GPU-accelerated Gibbs sampling: a case study of the horseshoe probit model
• Comparison of Bayesian predictive methods for model selection
• The horseshoe estimator for sparse signals
• Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection
• Bayesian Regression Trees for High-Dimensional Prediction and Variable Selection
• Regularization and Variable Selection Via the Elastic Net
• Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Random forests

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