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

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

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