TY - GEN

T1 - Bayesian ensemble learning

AU - Chipman, Hugh A.

AU - George, Edward I.

AU - McCulloch, Robert E.

PY - 2007/12/1

Y1 - 2007/12/1

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 -