JakeColtman / bartpy

Bayesian Additive Regression Trees For Python
https://jakecoltman.github.io/bartpy/
MIT License
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Validation of assumptions #27

Open JakeColtman opened 5 years ago

JakeColtman commented 5 years ago

BART makes assumptions about the residuals term, which BartPy should have the capability of validating.

In particular: 1) errors are normally distributed 2) errors are homoskedastic

Given that the validity of these two assumptions doesn't depend on the details of the regressors (and hence trees), it seems likely that this can be handed off to existing packages. I'd guess with some interface layer, statsmodels could be used for this