Tag: Regression Trees
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XBART: Accelerated Bayesian Additive Regression Trees
This post is based on He, J., Yalov, S., & Hahn, P. R. (2019). XBART: Accelerated Bayesian Additive Regression Trees. Proceedings of the Twenty-Second International Conference on Artificial Intelligence and Statistics, 1130–1138. https://proceedings.mlr.press/v89/he19a.html and He, J., & Hahn, P. R. (2023). Stochastic Tree Ensembles for Regularized Nonlinear Regression. Journal of the American Statistical Association, 118(541), 551–570. https://doi.org/10.1080/01621459.2021.1942012
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Multidimensional Monotone Bayesian Additive Regression Trees
This note is for Chipman, H. A., George, E. I., McCulloch, R. E., & Shively, T. S. (2021). mBART: Multidimensional Monotone BART. ArXiv:1612.01619 [Stat].
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Multivariate Adaptive Regression Splines
This note is for Friedman, J. H. (1991). Multivariate Adaptive Regression Splines. The Annals of Statistics, 19(1), 1–67.
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Generalized Degrees of Freedom
This note is for Ye, J. (1998). On Measuring and Correcting the Effects of Data Mining and Model Selection. Journal of the American Statistical Association, 93(441), 120–131..
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Surrogate Splits in Classification and Regression Trees
This note is for Section 5.3 of Breiman, L. (Ed.). (1998). Classification and regression trees (1. CRC Press repr). Chapman & Hall/CRC.