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RoBART: Bayesian Additive Regression Trees with Tree-Specific Rotations

Heo, Jeongung et al.
arXiv (All) · Papers
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machine-learningstatistics-theory
Bayesian additive regression trees (BART) can require many splits to approximate boundaries misaligned with the predictor axes. RoBART assigns each tree a rotation shared by all internal nodes, retaining axis-aligned splits in rotated coordinates and constant leaves. We jointly propose a Givens rota
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