Related papers: Generalized Bayesian Ensemble Survival Tree (GBEST…
This paper develops a novel stochastic tree ensemble method for nonlinear regression, which we refer to as XBART, short for Accelerated Bayesian Additive Regression Trees. By combining regularization and stochastic search strategies from…
Credit scoring plays a vital role in the field of consumer finance. Survival analysis provides an advanced solution to the credit-scoring problem by quantifying the probability of survival time. In order to deal with highly heterogeneous…
Bayesian Additive Regression Trees (BART) are a powerful ensemble learning technique for modeling nonlinear regression functions. Although initially BART was proposed for predicting only continuous and binary response variables, over the…
The Bayesian additive regression trees (BART) model is an ensemble method extensively and successfully used in regression tasks due to its consistently strong predictive performance and its ability to quantify uncertainty. BART combines…
The modeling of time-to-event data, also known as survival analysis, requires specialized methods that can deal with censoring and truncation, time-varying features and effects, and that extend to settings with multiple competing events.…
We develop a Bayesian tree ensemble model to estimate heterogeneous treatment effects in censored survival data with high-dimensional covariates. Instead of imposing sparsity through the tree structure, we place a horseshoe prior directly…
Recent studies have adopted an approach of selecting accurate and diverse trees based on individual or collective performance within an ensemble for classification and regression problems. This work follows in the wake of these…
This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…
Learning ensembles by bagging can substantially improve the generalization performance of low-bias, high-variance estimators, including those evolved by Genetic Programming (GP). To be efficient, modern GP algorithms for evolving (bagging)…
Sequential model-based optimization sequentially selects a candidate point by constructing a surrogate model with the history of evaluations, to solve a black-box optimization problem. Gaussian process (GP) regression is a popular choice as…
Survival regression aims to predict the time when an event of interest will take place, typically a death or a failure. A fully parametric method [18] is proposed to estimate the survival function as a mixture of individual parametric…
When considering a model selection or, more generally, an aggregation approach for adaptive statistical inference, it is often necessary to compute estimators over a wide range of model complexities including unnecessarily large models even…
This research introduces a novel methodology for optimizing Bayesian Neural Networks (BNNs) by synergistically integrating them with traditional machine learning algorithms such as Random Forests (RF), Gradient Boosting (GB), and Support…
Using ensemble methods for regression has been a large success in obtaining high-accuracy prediction. Examples are Bagging, Random forest, Boosting, BART (Bayesian additive regression tree), and their variants. In this paper, we propose a…
We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing…
Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to…
Bayesian inference for survival regression modeling offers numerous advantages, especially for decision-making and external data borrowing, but demands the specification of the baseline hazard function, which may be a challenging task. We…
Conventional survival analysis approaches estimate risk scores or individualized time-to-event distributions conditioned on covariates. In practice, there is often great population-level phenotypic heterogeneity, resulting from (unknown)…
Ensemble decision tree methods such as XGBoost, Random Forest, and Bayesian Additive Regression Trees (BART) have gained enormous popularity in data science for their superior performance in machine learning regression and classification…
Bayesian additive regression trees (BART) is a flexible prediction model/machine learning approach that has gained widespread popularity in recent years. As BART becomes more mainstream, there is an increased need for a paper that walks…