BayesTree swMATH ID: 7995 Software Authors: Hugh Chipman, Robert McCulloch Description: BayesTree: Bayesian Methods for Tree Based Models: Implementation of 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: http://cran.r-project.org/web/packages/BayesTree/index.html Source Code: https://github.com/cran/BayesTree Dependencies: R Related Software: BartPy; R; bartMachine; glmnet; randomForest; UCI-ml; ElemStatLearn; tgp; AdaBoost.MH; EGO; gbm; mgcv; dbarts; CRAN; SemiPar; gss; BayesDA; C4.5; rpart; FindIt Cited in: 59 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year BART: Bayesian additive regression trees. Zbl 1189.62066Chipman, Hugh A.; George, Edward I.; McCulloch, Robert E. 2010 all top 5 Cited by 132 Authors 3 Dunson, David Brian 3 Holmes, Christopher C. 3 Kapelner, Adam 3 Müller, Peter 3 Wager, Stefan 2 Athey, Susan 2 Bleich, Justin 2 Chipman, Hugh A. 2 Daniels, Michael J. 2 George, Edward I. 2 Jasra, Ajay 2 Ji, Yuan 2 Rudin, Cynthia 2 Villani, Mattias 2 Yu, Qingzhao 1 Alabi, Daniel 1 Angelino, Elaine 1 Barrios, Erniel B. 1 Boos, Dennis D. 1 Carnegie, Nicole Bohme 1 Caron, François 1 Carriquiry, Alicia L. 1 Catenacci, Daniel V. T. 1 Cervone, Dan 1 Chakraborty, Sounak 1 Chang, Jing 1 Chung, Yeonseung 1 Conversano, Claudio 1 Crawford, Lorin 1 Crews, Hugh B. 1 Diesendruck, Maurice 1 Dominici, Francesca 1 Dorie, Vincent 1 Dusseldorp, Elise 1 Fahrmeir, Ludwig 1 Fang, Zhide 1 Feaster, Daniel J. 1 Flaxman, Seth R. 1 Foulkes, Andrea S. 1 Geurts, Pierre 1 Goessling, Marc 1 Gramacy, Robert B. 1 Gray-Davies, Tristan 1 Green, Peter J. 1 Guhaniyogi, Rajarshi 1 Guo, Wentian 1 Härdle, Wolfgang Karl 1 Hernández, Belinda 1 Hooker, Giles 1 Hornik, Kurt 1 Hu, Ruimeng 1 Imai, Kosuke 1 Ishwaran, Hemant 1 Jank, Wolfgang S. 1 Jensen, Shane T. 1 Ji, Zhaoxia 1 Karabatsos, George 1 Karr, Alan F. 1 Kneib, Thomas 1 Krieger, Abba M. 1 Lansangan, Joseph Ryan G. 1 Larus-Stone, Nicholas 1 Latuszynski, Krzysztof 1 Lee, Herbert K. H. 1 Lee, Ilro 1 Letham, Benjamin 1 Li, Bin 1 Li, Qizhai 1 Lian, Heng 1 Liang, Faming 1 Lo Re, Vincent III 1 Low-Kam, Cecile 1 Lu, Min 1 Ludkovsk, Mike 1 MacEachern, Steven N. 1 Madigan, David 1 McCormick, Tyler H. 1 McCulloch, Robert Edward 1 Mealli, Fabrizia 1 Mentch, Lucas K. 1 Nalenz, Malte 1 Nel, André E. 1 Nethery, Rachel C. 1 Ni, Yang 1 Papoila, Ana Luisa 1 Park, Sangwoong 1 Parnell, Andrew C. 1 Pati, Debdeep 1 Peng, Lu 1 Pennington, Stephen R. 1 Pereyra, Marcelo 1 Peruggia, Mario 1 Quintana, Fernando Andrés 1 Raftery, Adrian E. 1 Ranjan, Pritam 1 Ratkovic, Marc 1 Reiter, Jerome P. 1 Roy, Jason A. 1 Runcie, Daniel E. 1 Rusch, Thomas ...and 32 more Authors all top 5 Cited in 21 Serials 15 The Annals of Applied Statistics 5 Journal of the American Statistical Association 5 Computational Statistics and Data Analysis 4 Journal of Computational and Graphical Statistics 4 Statistics and Computing 3 The Canadian Journal of Statistics 3 Journal of Machine Learning Research (JMLR) 2 Scandinavian Journal of Statistics 2 The Annals of Statistics 2 Biometrics 2 Statistical Science 2 Test 2 Electronic Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Journal of Classification 1 Journal of Applied Statistics 1 Bayesian Analysis 1 SIAM/ASA Journal on Uncertainty Quantification 1 Use R! all top 5 Cited in 8 Fields 58 Statistics (62-XX) 15 Numerical analysis (65-XX) 12 Computer science (68-XX) 5 Biology and other natural sciences (92-XX) 4 Probability theory and stochastic processes (60-XX) 1 History and biography (01-XX) 1 Functional analysis (46-XX) 1 Geophysics (86-XX) Citations by Year