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bartBMA  

Bayesian Additive Regression Trees using Bayesian Model Averaging
View on CRAN: Click here


Download and install bartBMA package within the R console
Install from CRAN:
install.packages("bartBMA")

Install from Github:
library("remotes")
install_github("cran/bartBMA")

Install by package version:
library("remotes")
install_version("bartBMA", "1.0")



Attach the package and use:
library("bartBMA")
Maintained by
Belinda Hernandez
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-13
Latest Update: 2020-03-13
Description:
"BART-BMA Bayesian Additive Regression Trees using Bayesian Model Averaging" (Hernandez B, Raftery A.E., Parnell A.C. (2018) ) is an extension to the original BART sum-of-trees model (Chipman et al 2010). BART-BMA differs to the original BART model in two main aspects in order to implement a greedy model which will be computationally feasible for high dimensional data. Firstly BART-BMA uses a greedy search for the best split points and variables when growing decision trees within each sum-of-trees model. This means trees are only grown based on the most predictive set of split rules. Also rather than using Markov chain Monte Carlo (MCMC), BART-BMA uses a greedy implementation of Bayesian Model Averaging called Occam's Window which take a weighted average over multiple sum-of-trees models to form its overall prediction. This means that only the set of sum-of-trees for which there is high support from the data are saved to memory and used in the final model.
How to cite:
Belinda Hernandez (2020). bartBMA: Bayesian Additive Regression Trees using Bayesian Model Averaging. R package version 1.0, https://cran.r-project.org/web/packages/bartBMA. Accessed 21 Nov. 2024.
Previous versions and publish date:
1.0 (2020-03-13 12:50)
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