bartMachine: Machine Learning with Bayesian Additive Regression Trees

Adam D. Kapelner, Justin Bleich · arXiv (Cornell University) · 2013

We present a new package in R implementing Bayesian additive regression trees (BART). The package introduces many new features for data analysis using BART such as variable selection, interaction detection, model diagnostic plots, incorporation of missing data and the ability to save trees for future prediction. It is significantly faster than the current R implementation, parallelized, and capable of handling both large sample sizes and high-dimensional data.

Read the paper · More papers on PaperTik