Bayesian additive regression trees with model trees

DOI10.1007/S11222-021-09997-3zbMATH Open1475.62055arXiv2006.07493OpenAlexW3135504614MaRDI QIDQ2058722FDOQ2058722

Estevão B. Prado, Andrew C. Parnell, Rafael A. Moral

Publication date: 9 December 2021

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: Bayesian Additive Regression Trees (BART) is a tree-based machine learning method that has been successfully applied to regression and classification problems. BART assumes regularisation priors on a set of trees that work as weak learners and is very flexible for predicting in the presence of non-linearity and high-order interactions. In this paper, we introduce an extension of BART, called Model Trees BART (MOTR-BART), that considers piecewise linear functions at node levels instead of piecewise constants. In MOTR-BART, rather than having a unique value at node level for the prediction, a linear predictor is estimated considering the covariates that have been used as the split variables in the corresponding tree. In our approach, local linearities are captured more efficiently and fewer trees are required to achieve equal or better performance than BART. Via simulation studies and real data applications, we compare MOTR-BART to its main competitors. R code for MOTR-BART implementation is available at https://github.com/ebprado/MOTR-BART.

Full work available at URL: https://arxiv.org/abs/2006.07493

zbMATH Keywords

machine learninglinear modelsBayesian nonparametric regressionBayesian trees

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

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Cited In (5)

• Machine Learning vs. Survival Analysis Models: a study on right censored heart failure data
• Bayesian additive regression trees for genotype by environment interaction models
• GP-BART: a novel Bayesian additive regression trees approach using Gaussian processes
• Model Mixing Using Bayesian Additive Regression Trees
• Treed Avalanche Forecasting: Mitigating Avalanche Danger Utilizing Bayesian Additive Regression Trees

Uses Software

• R
• GitHub

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