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stochtree: Stochastic Tree Ensembles (XBART and BART) for Supervised Learning and Causal Inference
Flexible stochastic tree ensemble software. Robust implementations of Bayesian Additive Regression Trees (BART) Chipman, George, McCulloch (2010) <doi:10.1214/09-AOAS285> for supervised learning and Bayesian Causal Forests (BCF) Hahn, Murray, Carvalho (2020) <doi:10.1214/19-BA1195> for causal inference. Enables model serialization and parallel sampling and provides a low-level interface for custom stochastic forest samplers.
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Package details |
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| Author | Drew Herren [aut, cre] (<https://orcid.org/0000-0003-4109-6611>), Richard Hahn [aut], Jared Murray [aut], Carlos Carvalho [aut], Jingyu He [aut], Pedro Lima [ctb], stochtree contributors [cph], Eigen contributors [cph] (C++ source uses the Eigen library for matrix operations, see inst/COPYRIGHTS), xgboost contributors [cph] (C++ tree code and related operations include or are inspired by code from the xgboost library, see inst/COPYRIGHTS), treelite contributors [cph] (C++ tree code and related operations include or are inspired by code from the treelite library, see inst/COPYRIGHTS), Microsoft Corporation [cph] (C++ I/O and various project structure code include or are inspired by code from the LightGBM library, which is a copyright of Microsoft, see inst/COPYRIGHTS), Niels Lohmann [cph] (C++ source uses the JSON for Modern C++ library for JSON operations, see inst/COPYRIGHTS), Daniel Lemire [cph] (C++ source uses the fast_double_parser library internally, see inst/COPYRIGHTS), Victor Zverovich [cph] (C++ source uses the fmt library internally, see inst/COPYRIGHTS) |
| Maintainer | Drew Herren <drewherrenopensource@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.1.1 |
| URL | https://stochtree.ai/ https://github.com/StochasticTree/stochtree |
| Package repository | View on CRAN |
| Installation |
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