TY - GEN
T1 - Bayesian ensemble learning
AU - Chipman, Hugh A.
AU - George, Edward I.
AU - McCulloch, Robert E.
PY - 2007
Y1 - 2007
N2 - We develop a Bayesian "sum-of-trees" model, named BART, where each tree is constrained by a prior to be a weak learner. Fitting and inference are accomplished via an iterative backfitting MCMC algorithm. This model is motivated by ensemble methods in general, and boosting algorithms in particular. Like boosting, each weak learner (i.e., each weak tree) contributes a small amount to the overall model. However, our procedure is defined by a statistical model: a prior and a likelihood, while boosting is defined by an algorithm. This model-based approach enables a full and accurate assessment of uncertainty in model predictions, while remaining highly competitive in terms of predictive accuracy.
AB - We develop a Bayesian "sum-of-trees" model, named BART, where each tree is constrained by a prior to be a weak learner. Fitting and inference are accomplished via an iterative backfitting MCMC algorithm. This model is motivated by ensemble methods in general, and boosting algorithms in particular. Like boosting, each weak learner (i.e., each weak tree) contributes a small amount to the overall model. However, our procedure is defined by a statistical model: a prior and a likelihood, while boosting is defined by an algorithm. This model-based approach enables a full and accurate assessment of uncertainty in model predictions, while remaining highly competitive in terms of predictive accuracy.
UR - http://www.scopus.com/inward/record.url?scp=84864066474&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84864066474&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84864066474
SN - 9780262195683
T3 - Advances in Neural Information Processing Systems
SP - 265
EP - 272
BT - Advances in Neural Information Processing Systems 19 - Proceedings of the 2006 Conference
T2 - 20th Annual Conference on Neural Information Processing Systems, NIPS 2006
Y2 - 4 December 2006 through 7 December 2006
ER -