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[D] When are MCMC methods used for the BART model?
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 …
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