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An adaptive trimming approach to Bayesian additive regression trees

An adaptive trimming approach to Bayesian additive regression trees

Abstract A machine learning technique merging Bayesian method called Bayesian Additive Regression Trees (BART) provides a nonparametric Bayesian approach that further needs improved forecasting accuracy in the presence of outliers, especially when dealing with potential nonlinear relationships and complex interactions among the response and explanatory variables, which poses a major …