A new BART prior for flexible modeling with categorical predictors. (arXiv:2211.04459v1 [stat.ME])

Default implementations of Bayesian Additive Regression Trees (BART)
represent categorical predictors using several binary indicators, one for each
level of each categorical predictor. Regression trees built with these
indicators partition the levels using a ``remove one a time strategy.''
Unfortunately, the vast majority of partitions of the levels cannot be built
with this strategy, severely limiting BART's ability to ``borrow strength''
across groups of levels. We overcome this limitation with a new class of
regression tree and a new decision …

arxiv bart modeling prior