Bayesian Additive Regression Trees

pyro-ppl / numpyro

Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.

https://num.pyro.ai

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Bayesian Additive Regression Trees #793

Open jlevy44 opened 4 years ago

jlevy44 commented 4 years ago

It would be great to add BART to the list of models available via numpyro: https://github.com/pymc-devs/pymc3/pull/4183

Happy to take a stab at it given some time.

fehiepsi commented 4 years ago

Thanks, @jlevy44! I am happy to review your work when it is ready. :)

After taking a look at bart paper, it seems to me that this is more like a model, rather than a distribution. What do you think about making a tutorial/example instead? It depends on you - I just thought that it is easier to write an example than to make a general purpose distribution, which requires testing/docs/....