Bayesian additive regression trees with model trees
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Publication:2058722
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.
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Cited in
(16)- BART with targeted smoothing: an analysis of patient-specific stillbirth risk
- A semiparametric modeling approach using Bayesian additive regression trees with an application to evaluate heterogeneous treatment effects
- Comment: Contributions of model features to BART causal inference performance using ACIC 2016 competition data
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