stochtree - Stochastic Tree Ensembles (XBART and BART) for Supervised Learning and Causal Inference
Flexible stochastic tree ensemble software. Robust implementations of Bayesian Additive Regression Trees (BART) Chipman, George, McCulloch (2010) <doi:10.1214/09-AOAS285> for supervised learning and Bayesian Causal Forests (BCF) Hahn, Murray, Carvalho (2020) <doi:10.1214/19-BA1195> for causal inference. Enables model serialization and parallel sampling and provides a low-level interface for custom stochastic forest samplers.
Last updated 15 days ago
bartbayesian-machine-learningbayesian-methodsdecision-treesgradient-boosted-treesmachine-learningprobabilistic-modelstree-ensemblescpp
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