2 code implementations • 17 Aug 2021 • Estevão B. Prado, Andrew C. Parnell, Keefe Murphy, Nathan McJames, Ann O'Shea, Rafael A. Moral
We propose some extensions to semi-parametric models based on Bayesian additive regression trees (BART).
1 code implementation • 12 Jun 2020 • Estevão B. Prado, Rafael A. Moral, Andrew C. Parnell
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.