Partially Fixed Bayes Additive Regression Trees for spatial-temporal related model

Hao Ran; Yang Bai

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arXiv · 2108.05685

Partially Fixed Bayes Additive Regression Trees for spatial-temporal related model

Hao Ran·Yang Bai

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Abstract

Bayes additive regression trees(BART) is a nonparametric regression model which has gained wide -spread popularity in recent years due to its flexibility and high accuracy of estimation .In spatio-temporal related model,the spatio or temporal variables are playing an important role in the model.The BART models select variables with uniform prior distribution that means treat every variable equally.Applying the BART model directly without properly using these prior information is not appropriate.This paper is aimed at a modification to the BART by fixing part of the tree's structure.We call this model partially fixed BART.By this new model we can improve efficiency of estimation.When we don't know the prior information,we can still use the new model to get more accurate estimation and more structure information for future use.Data experiments and real data examples show the improvement comparing to the original Bart model.

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Hao Ran, Yang Bai. 2021-08-12. Partially Fixed Bayes Additive Regression Trees for spatial-temporal related model. https://arxiv.org/abs/2108.05685

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