no code implementations • 14 Apr 2022 • Bruna Wundervald, Andrew Parnell, Katarina Domijan
We propose a simple yet powerful extension of Bayesian Additive Regression Trees which we name Hierarchical Embedded BART (HE-BART).
no code implementations • 12 Jun 2020 • Bruna Wundervald, Andrew Parnell, Katarina Domijan
We develop a new approach for feature selection via gain penalization in tree-based models.