Related papers: GS-BART: Bayesian Additive Regression Trees with G…
Neural Networks and Decision Trees: two popular techniques for supervised learning that are seemingly disconnected in their formulation and optimization method, have recently been combined in a single construct. The connection pivots on…
Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For binary classification and regression models, this approach recursively divides the data into two near-homogenous…
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…
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.…
Bayesian Decision Trees are known for their probabilistic interpretability. However, their construction can sometimes be costly. In this article we present a general Bayesian Decision Tree algorithm applicable to both regression and…
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)…
For the discovery of regression relationships between Y and a large set of p potential predictors x 1 , . . . , x p , the flexible nonparametric nature of BART (Bayesian Additive Regression Trees) allows for a much richer set of…
Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…
Bayesian quadrature (BQ) is a method for solving numerical integration problems in a Bayesian manner, which allows users to quantify their uncertainty about the solution. The standard approach to BQ is based on a Gaussian process (GP)…
Recognizing the successes of treed Gaussian process (TGP) models as an interpretable and thrifty model for nonparametric regression, we seek to extend the model to classification. Both treed models and Gaussian processes (GPs) have,…
The development of driverless vehicles has spurred the need to predict human driving behavior to facilitate interaction between driverless and human-driven vehicles. Predicting human driving movements can be challenging, and poor prediction…
The Gradient Boosted Tree (GBT) algorithm is one of the most popular machine learning algorithms used in production, for tasks that include Click-Through Rate (CTR) prediction and learning-to-rank. To deal with the massive datasets…
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 present a novel massively parallel algorithm for accelerating the decision tree building procedure on GPUs (Graphics Processing Units), which is a crucial step in Gradient Boosted Decision Tree (GBDT) and random forests…
Decision trees are widely used for classification and regression tasks in a variety of application fields due to their interpretability and good accuracy. During the past decade, growing attention has been devoted to globally optimized…
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…
Healthcare decision-making often requires selecting among treatment options under budget constraints, particularly when one option is more effective but also more costly. Cost-effectiveness analysis (CEA) provides a framework for evaluating…
Decision Trees are some of the most popular machine learning models today due to their out-of-the-box performance and interpretability. Often, Decision Trees models are constructed greedily in a top-down fashion via heuristic search…
Vector autoregressive (VAR) models assume linearity between the endogenous variables and their lags. This assumption might be overly restrictive and could have a deleterious impact on forecasting accuracy. As a solution, we propose…
Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not…