Tree ensembles with rule structured horseshoe regularization
Work
Year: 2018
Type: article
Abstract: We propose a new Bayesian model for flexible nonlinear regression and classification using tree ensembles. The model is based on the RuleFit approach in Friedman and Popescu [Ann. Appl. Stat. 2 (2008)... more
Source: The Annals of Applied Statistics
Authors Malte Nalenz, Mattias Villani
Institution Linköping University
Cites: 26
Cited by: 23
Related to: 10
FWCI: 2.35
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: bronze