Stochtree: a library for Stochastic tree ensembles (BART / XBART) for supervised learning and causal inference
Today, I saw a talk from Jared Murray on the stochtree
library. Stochtree has a C++ core with bindings for Python and R.
Read more and install: https://stochtree.ai
I wasn’t previously familiar with Bayesian Additive Regression Trees (BARTs), but it’s basically a Bayesian version of a random forest.
Installing on MacOS was a bit of a challenge (see my notes and demo on GitHub).
Further reading:
- “Bayesian Additive Regression Trees” in Bayesian Modeling and Computation
- “Comparison of tree-based ensemble models for regression”
- “Introduction to Bayesian Additive Regression Trees”