Web: https://www.reddit.com/r/MachineLearning/comments/saxiqt/d_when_are_mcmc_methods_used_for_the_bart_model/

Jan. 23, 2022, 4:34 p.m. | /u/Garluz

Machine Learning reddit.com

I am studying the BART (Bayesian Additive Regression Trees) model from the following articles: Chipman 2010, Chipman 2007 and Chipman 1998. At the moment I understand this from the model for classification:

Prior distribution in trees P(T):

P(split) =α(1+d)^-β

Prior distribution in terminal nodes P(µ):

µ ~ N (0,σ_{µ}^2)

Prior distribution for P(σ):

Inverse Chi (it's = 1 for classification problems)

I know that MCMC looks for values for parameters. In the article they recommend values for …

machinelearning mcmc model

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