bartMachineCV: Build BART-CV

In bartMachine: Bayesian Additive Regression Trees

Build BART-CV

Description

Builds a BART-CV model by cross-validating over a grid of hyperparameter choices.

Usage

bartMachineCV(X = NULL, y = NULL, Xy = NULL, 
num_tree_cvs = c(50, 200), k_cvs = c(2, 3, 5), 
nu_q_cvs = NULL, k_folds = 5, folds_vec = NULL, verbose = FALSE, ...)

build_bart_machine_cv(X = NULL, y = NULL, Xy = NULL, 
num_tree_cvs = c(50, 200), k_cvs = c(2, 3, 5), 
nu_q_cvs = NULL, k_folds = 5, folds_vec = NULL, verbose = FALSE, ...)

Arguments

X	Data frame of predictors. Factors are automatically converted to dummies interally.
y	Vector of response variable. If y is numeric or integer, a BART model for regression is built. If y is a factor with two levels, a BART model for classification is built.
Xy	A data frame of predictors and the response. The response column must be named “y”.
num_tree_cvs	Vector of sizes for the sum-of-trees models to cross-validate over.
k_cvs	Vector of choices for the hyperparameter k to cross-validate over.
nu_q_cvs	Only for regression. List of vectors containing (nu, q) ordered pair choices to cross-validate over. If NULL, then it defaults to the three values list(c(3, 0.9), c(3, 0.99), c(10, 0.75)).
k_folds	Number of folds for cross-validation
folds_vec	An integer vector of indices specifying which fold each observation belongs to.
verbose	Prints information about progress of the algorithm to the screen.
...	Additional arguments to be passed to bartMachine.

Value

Returns an object of class “bartMachine” with the set of hyperparameters chosen via cross-validation. We also return a matrix “cv_stats” which contains the out-of-sample RMSE for each hyperparameter set tried and “folds” which gives the fold in which each observation fell across the k-folds.

Note

This function may require significant run-time. This function is parallelized by the number of cores set in set_bart_machine_num_cores via calling bartMachine.

Author(s)

Adam Kapelner and Justin Bleich

References

Adam Kapelner, Justin Bleich (2016). bartMachine: Machine Learning with Bayesian Additive Regression Trees. Journal of Statistical Software, 70(4), 1-40. doi:10.18637/jss.v070.i04

See Also

bartMachine

Examples

## Not run: 
#generate Friedman data
set.seed(11)
n  = 200 
p = 5
X = data.frame(matrix(runif(n * p), ncol = p))
y = 10 * sin(pi* X[ ,1] * X[,2]) +20 * (X[,3] -.5)^2 + 10 * X[ ,4] + 5 * X[,5] + rnorm(n)

##build BART regression model
bart_machine_cv = bartMachineCV(X, y)

#information about cross-validated model
summary(bart_machine_cv)

## End(Not run)

bartMachine documentation built on July 9, 2023, 5:59 p.m.