Related papers: Oblique Bayesian additive regression trees
Ranking lists are often provided at regular time intervals in a range of applications, including economics, sports, marketing, and politics. Most popular methods for rank-order data postulate a linear specification for the latent scores,…
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…
The decision tree recursively partitions the input space into regions and derives axis-aligned decision boundaries from data. Despite its simplicity and interpretability, decision trees lack parameterized representation, which makes it…
Count-compositional data arise in many different fields, including high-throughput sequencing experiments, ecological surveys, and palaeoclimate studies, where a common, important goal is to understand how covariates relate to the observed…
Flow network models can capture the underlying physics and operational constraints of many networked systems including the power grid and transportation and water networks. However, analyzing reliability of systems using computationally…
Decision trees are powerful for predictive modeling but often suffer from high variance when modeling continuous relationships. While algorithms like Multivariate Adaptive Regression Splines (MARS) excel at capturing such continuous…
This article proposes a novel framework that integrates Bayesian Additive Regression Trees (BART) into a Factor-Augmented Vector Autoregressive (FAVAR) model to forecast macro-financial variables and examine asymmetries in the transmission…
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…
Decision trees are widely used due to their interpretability and efficiency, but they struggle in regression tasks that require reliable extrapolation and well-calibrated uncertainty. Piecewise-constant leaf predictions are bounded by the…
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…
We introduce the Learning Hyperplane Tree (LHT), a novel oblique decision tree model designed for expressive and interpretable classification. LHT fundamentally distinguishes itself through a non-iterative, statistically-driven approach to…
Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models…
Informed sampling-based planning algorithms exploit problem knowledge for better search performance. This knowledge is often expressed as heuristic estimates of solution cost and used to order the search. The practical improvement of this…
Variable selection remains a fundamental challenge in statistics, especially in nonparametric settings where model complexity can obscure interpretability. Bayesian tree ensembles, particularly the popular Bayesian additive regression trees…
In light of widespread evidence of parameter instability in macroeconomic models, many time-varying parameter (TVP) models have been proposed. This paper proposes a nonparametric TVP-VAR model using Bayesian additive regression trees (BART)…
Estimation of individualized treatment effects (ITE), also known as conditional average treatment effects (CATE), is an active area of methodology development. However, much less attention has been paid to the quantification of uncertainty…
In this paper, we investigate adaptive nonlinear regression and introduce tree based piecewise linear regression algorithms that are highly efficient and provide significantly improved performance with guaranteed upper bounds in an…
In this paper, we present Batch Informed Trees (BIT*), a planning algorithm based on unifying graph- and sampling-based planning techniques. By recognizing that a set of samples describes an implicit random geometric graph (RGG), we are…
Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…
Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…