BARTRegression
DashAI.back.models.pymc.BARTRegression
Bayesian Additive Regression Trees regressor.
BART represents the regression function as a sum of m regression trees.
A regularising prior keeps each tree shallow so that it acts as a weak
learner, and the posterior distribution over the whole ensemble is explored
with an MCMC sampler (Particle Gibbs for the trees). Predictions are the
posterior mean of the sum-of-trees function, and the sampled posterior also
provides a natural quantification of predictive uncertainty.
Key hyperparameters are the number of trees m and the tree-structure
prior parameters alpha and beta, together with the MCMC controls
draws, tune and chains. The implementation wraps pymc-bart.