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Tree-based models are widely recognized for their interpretability and have proven effective in various application domains, particularly in high-stakes domains. However, learning decision trees (DTs) poses a significant challenge due to…
Bayesian Additive Regression Trees [BART, Chipman et al., 2010] have gained significant popularity due to their remarkable predictive performance and ability to quantify uncertainty. However, standard decision tree models rely on recursive…
Deep learning models have become popular in the analysis of tabular data, as they address the limitations of decision trees and enable valuable applications like semi-supervised learning, online learning, and transfer learning. However,…
We propose a simple yet powerful extension of Bayesian Additive Regression Trees which we name Hierarchical Embedded BART (HE-BART). The model allows for random effects to be included at the terminal node level of a set of regression trees,…
Additive regression trees are flexible non-parametric models and popular off-the-shelf tools for real-world non-linear regression. In application domains, such as bioinformatics, where there is also demand for probabilistic predictions with…
Dealing with missing data poses significant challenges in predictive analysis, often leading to biased conclusions when oversimplified assumptions about the missing data process are made. In cases where the data are missing not at random…
There is a dearth of robust methods to estimate the causal effects of multiple treatments when the outcome is binary. This paper uses two unique sets of simulations to propose and evaluate the use of Bayesian Additive Regression Trees…
Bayesian neural networks (BNNs) augment deep networks with uncertainty quantification by Bayesian treatment of the network weights. However, such models face the challenge of Bayesian inference in a high-dimensional and usually…
We provide a new flexible framework for inference with the instrumental variable model. Rather than using linear specifications, functions characterizing the effects of instruments and other explanatory variables are estimated using machine…
We present a Bayesian approach to model cohort-level retention rates and revenue over time. We use Bayesian additive regression trees (BART) to model the retention component which we couple with a linear model for the revenue component.…
Tree based ensembles such as Breiman's random forest (RF) and Gradient Boosted Trees (GBT) can be interpreted as implicit kernel generators, where the ensuing proximity matrix represents the data-driven tree ensemble kernel. Kernel…
When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In…
Probabilistic predictions from neural networks which account for predictive uncertainty during classification is crucial in many real-world and high-impact decision making settings. However, in practice most datasets are trained on…
Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…
Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For regression models, this approach recursively divides the data into two near-homogenous daughter nodes according to…
In this paper we develop the randomized Sharded Bayesian Additive Regression Trees (SBT) model. We introduce a randomization auxiliary variable and a sharding tree to decide partitioning of data, and fit each partition component to a…
Distribution regression, where the goal is to predict a scalar response from a distribution-valued predictor, arises naturally in settings where observations are grouped and outcomes depend on group-level characteristics rather than on…
As a flexible nonparametric learning tool, the random forests algorithm has been widely applied to various real applications with appealing empirical performance, even in the presence of high-dimensional feature space. Unveiling the…
Deep feedforward neural networks (DFNNs) are a powerful tool for functional approximation. We describe flexible versions of generalized linear and generalized linear mixed models incorporating basis functions formed by a DFNN. The…
Bayesian Causal Forests (BCF) is a causal inference machine learning model based on a highly flexible non-parametric regression and classification tool called Bayesian Additive Regression Trees (BART). Motivated by data from the Trends in…