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: