BartPy swMATH ID: 40584 Software Authors: Chipman, Hugh A.; George, Edward I.; McCulloch, Robert E.; Jake Coltman Description: BART: Bayesian additive regression trees. We develop a Bayesian “sum-of-trees” model where each tree is constrained by a regularization prior to be a weak learner, and fitting and inference are accomplished via an iterative Bayesian backfitting MCMC algorithm that generates samples from a posterior. Effectively, BART is a nonparametric Bayesian regression approach which uses dimensionally adaptive random basis elements. Motivated by ensemble methods in general, and boosting algorithms in particular, BART is defined by a statistical model: a prior and a likelihood. This approach enables full posterior inference including point and interval estimates of the unknown regression function as well as the marginal effects of potential predictors. By keeping track of predictor inclusion frequencies, BART can also be used for model-free variable selection. BART’s many features are illustrated with a bake-off against competing methods on 42 different data sets, with a simulation experiment and on a drug discovery classification problem. Homepage: https://arxiv.org/abs/0806.3286 Source Code: https://github.com/JakeColtman/bartpy Dependencies: Python Related Software: BayesTree; R; ElemStatLearn; bartMachine; glmnet; UCI-ml; BayesDA; AdaBoost.MH; GitHub; BART-BMA; grf; randomForest; tgp; gss; EGO; XGBoost; GeneSrF; C4.5; TensorFlow; missForest Cited in: 98 Documents all top 5 Cited by 262 Authors 5 Carvalho, Carlos Marinho 5 Wager, Stefan 4 George, Edward I. 4 Müller, Peter 4 Murray, Jared S. 4 Yu, Qingzhao 3 Athey, Susan 3 Chipman, Hugh A. 3 Holmes, Christopher C. 3 Kapelner, Adam 3 Li, Bin 3 Ročková, Veronika 2 Antonelli, Joseph L. 2 Bleich, Justin 2 Daniels, Michael J. 2 Fang, Zhide 2 Flaxman, Seth R. 2 Francom, Devin 2 Hernández, Belinda 2 Hu, Ruimeng 2 Jasra, Ajay 2 Ji, Yuan 2 Lee, Thomas C. M. 2 Liang, Faming 2 McCulloch, Robert Edward 2 Parnell, Andrew C. 2 Peng, Lu 2 Quintana, Fernando Andrés 2 Roy, Jason A. 2 Rudin, Cynthia 2 Sansó, Bruno 2 Scornet, Erwan 2 Scott, James G. 2 Starling, Jennifer E. 2 Tibshirani, Julie 2 Villani, Mattias 2 Wu, Suofei 1 Adelman, Daniel 1 Afrabandpey, Homayun 1 Ai, Jing 1 Aiken, Abigail R. A. 1 Alabi, Daniel 1 Angelino, Elaine 1 Arbel, Julyan 1 Axon, Robert Neal 1 Bai, Xuying 1 Bar-Hen, Avner 1 Barrios, Erniel B. 1 Behrens, Christoph 1 Bellinger, David C. 1 Biau, Gérard 1 Birge, John R. 1 Boos, Dennis D. 1 Botsas, Themistoklis 1 Briol, François-Xavier 1 Brockett, Patrick L. 1 Bukowski, Radek K. 1 Bulaevskaya, Vera 1 Byrne, Thomas H. 1 Bystrova, Daria 1 Cabras, Stefano 1 Canale, Antonio 1 Carnegie, Nicole Bohme 1 Caron, Alberto 1 Caron, François 1 Carriquiry, Alicia L. 1 Castillo, Ismaël 1 Catenacci, Daniel V. T. 1 Cervone, Dan 1 Chakraborty, Sounak 1 Chang, Jing 1 Che, Jinxing 1 Chen, Yao 1 Christiani, David C. 1 Chung, Dongjun 1 Conversano, Claudio 1 Coull, Brent A. 1 Crawford, Lorin 1 Crews, Hugh B. 1 Culhane, Dennis P. 1 D’Amour, Alexander 1 Deng, Chengzhi 1 Diesendruck, Maurice 1 Dismuke, Clara Libby E. 1 Dominici, Francesca 1 Dorie, Vincent 1 Dunson, David Brian 1 Durkalski, Valerie L. 1 Dusseldorp, Elise 1 Dwight, Richard P. 1 Egede, Leonard E. 1 Falconi, Stefanie M. 1 Feaster, Daniel J. 1 Feller, Avi 1 Fisher, Jared D. 1 Franks, AlexanderM. 1 Frey, Lewis J. 1 Friedberg, Rina 1 Gaïffas, Stéphane 1 Gao, Qingyi ...and 162 more Authors all top 5 Cited in 34 Serials 21 The Annals of Applied Statistics 9 Journal of Computational and Graphical Statistics 7 Computational Statistics and Data Analysis 6 The Annals of Statistics 6 Journal of the American Statistical Association 5 Statistics and Computing 4 Journal of Applied Statistics 3 The Canadian Journal of Statistics 3 Electronic Journal of Statistics 3 Bayesian Analysis 2 Scandinavian Journal of Statistics 2 Biometrics 2 Statistical Science 2 Machine Learning 2 Computational Statistics 2 Test 2 SIAM/ASA Journal on Uncertainty Quantification 1 Computers and Fluids 1 Annals of the Institute of Statistical Mathematics 1 Information Sciences 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Journal of Classification 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 INFORMS Journal on Computing 1 Quantitative Finance 1 Journal of Machine Learning Research (JMLR) 1 North American Actuarial Journal 1 Journal of the Korean Statistical Society 1 Statistical Analysis and Data Mining 1 Sankhyā. Series A 1 European Actuarial Journal 1 SIAM Journal on Mathematics of Data Science all top 5 Cited in 11 Fields 90 Statistics (62-XX) 20 Computer science (68-XX) 14 Numerical analysis (65-XX) 8 Probability theory and stochastic processes (60-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Biology and other natural sciences (92-XX) 2 Geophysics (86-XX) 1 History and biography (01-XX) 1 Functional analysis (46-XX) 1 Fluid mechanics (76-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year