Related papers: Bayesian Additive Regression Trees for functional …
Tensor-valued data are becoming increasingly available in economics and this calls for suitable econometric tools. We propose a new dynamic linear model for tensor-valued response variables and covariates that encompasses some well-known…
Various real-life applications, for example, Internet of Things, wireless sensor networks, smart grids, transportation networks, communication networks, social networks, and computer grid systems, are always modeled as network structures.…
The problem of modeling forest tree growth curves with an artificial neural network (NN) is examined. The NN parametric form is shown to be a suitable model if each forest tree plot is assumed to consist of several differently growing…
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…
We present Collaborative Trees, a novel tree model designed for regression prediction, along with its bagging version, which aims to analyze complex statistical associations between features and uncover potential patterns inherent in the…
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…
Decision trees are important both as interpretable models amenable to high-stakes decision-making, and as building blocks of ensemble methods such as random forests and gradient boosting. Their statistical properties, however, are not well…
Using data collected on almost every 9-12 years old student in Uruguay, we show how to apply Bayesian Additive Regression Trees (BART) with random effects to study performance association with Learning Managment System (LMS) activity and…
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…
Deep neural networks and decision trees operate on largely separate paradigms; typically, the former performs representation learning with pre-specified architectures, while the latter is characterised by learning hierarchies over…
Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…
Random Forests (RF) and Extreme Gradient Boosting (XGBoost) are two of the most widely used and highly performing classification and regression models. They aggregate equally weighted CART trees, generated randomly in RF or sequentially in…
This article introduces BART with Targeted Smoothing, or tsBART, a new Bayesian tree-based model for nonparametric regression. The goal of tsBART is to introduce smoothness over a single target covariate t, while not necessarily requiring…
This paper introduces a generalized ps-BART model for the estimation of Average Treatment Effect (ATE) and Conditional Average Treatment Effect (CATE) in continuous treatments, addressing limitations of the Bayesian Causal Forest (BCF)…
The multinomial probit Bayesian additive regression trees (MPBART) framework was proposed by Kindo et al. (KD), approximating the latent utilities in the multinomial probit (MNP) model with BART (Chipman et al. 2010). Compared to…
Low-order functional ANOVA (fANOVA) models have been rediscovered in the machine learning (ML) community under the guise of inherently interpretable machine learning. Explainable Boosting Machines or EBM (Lou et al. 2013) and GAMI-Net (Yang…
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,…
Autoregressive and recurrent networks have achieved remarkable progress across various fields, from weather forecasting to molecular generation and Large Language Models. Despite their strong predictive capabilities, these models lack a…
We develop a Bayesian non-parametric quantile panel regression model. Within each quantile, the response function is a convex combination of a linear model and a non-linear function, which we approximate using Bayesian Additive Regression…
Machine learning models used in medical applications often face challenges due to the covariate shift, which occurs when there are discrepancies between the distributions of training and target data. This can lead to decreased predictive…